A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model
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Publication:1970485
DOI10.1214/aos/1018031212zbMath0954.62100OpenAlexW1836658400MaRDI QIDQ1970485
Publication date: 30 January 2001
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1018031212
Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Martingales with continuous parameter (60G44)
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