Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift

DOI10.1214/aos/1028674840zbMath1029.62071MaRDI QIDQ1848956

Valentine Genon-Catalot, Michael Nussbaum, Catherine Larédo

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1028674840

zbMATH Keywords

discretization; deficiency distance; nonparametric experiments; asymptotic minimax constant; inverse Gaussian regression

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

62B15: Theory of statistical experiments

62M05: Markov processes: estimation; hidden Markov models

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