scientific article; zbMATH DE number 3936201
From MaRDI portal
Publication:3707110
asymptotic lower bound for risk functionsasymptotically optimalBayes estimatorsconditional convolutiondifferentiability in quadratic meanlocally asymptotically mixed normal (LAMN) sequencelog-likelihood ratiosmaximum likelihood estimatorsmaximum probability estimatorsmixed normalposterior approximation
Recommendations
Cited in
(53)- Asymptotic theory of conditional inference for stochastic processes
- Minimaxity of Pitman estimators
- A note on asymptotic testing theory for nonhomogeneous observations
- Local asymptotic mixed normality for semimartingale experiments
- On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models
- Asymptotic inference for Markov step processes: Observation up to a random time
- Stable convergence of the log-likelihood ratio to a mixture of infinitely divisible distributions
- LAMN in a class of parametric models for null recurrent diffusions
- Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise
- The statistical work of Lucien Le Cam.
- On convergence of posterior distributions
- Estimation of parameters of linear homogeneous stochastic differential equations
- A note on the local asymptotic mixed normality of a controlled branching process with a random control function
- Variation and efficiency of high-frequency betas
- LAMN property for multivariate inhomogeneous diffusions with discrete observations
- Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes
- Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes
- Unit root tests for cross-sectionally dependent panels: the influence of observed factors
- Adaptive estimation of continuous-time regression models using high-frequency data
- Asymptotic properties of maximum likelihood estimators with sample size recalculation
- Estimating discontinuous periodic signals in a time inhomogeneous diffusion
- An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility
- Bayesian prediction and model selection for locally asymptotically mixed normal models
- Robust parameter estimation for the Ornstein-Uhlenbeck process
- MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022
- Model selection for volatility prediction
- A condition for best asymptotic normality in a regular family of distributions
- scientific article; zbMATH DE number 3917456 (Why is no real title available?)
- scientific article; zbMATH DE number 4041039 (Why is no real title available?)
- Asymptotic lower bounds in estimating jumps
- Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes
- Limiting experiments and asymptotic bounds on the performance of sequence of estimators
- Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process
- scientific article; zbMATH DE number 846072 (Why is no real title available?)
- scientific article; zbMATH DE number 850377 (Why is no real title available?)
- Efficient estimation of integrated volatility functionals under general volatility dynamics
- LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy process
- Application of convolution theorems in semiparametric models with non-i. i. d. data
- LAMN property for jump diffusion processes with discrete observations on a fixed time interval
- Le Cam-Stratonovich-Boole theory for Itô diffusions
- Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions
- Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation
- Asymptotically efficient estimation for diffusion processes with nonsynchronous observations
- Optimal stable Ornstein-Uhlenbeck regression
- Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments
- Mixed-effects location-scale model based on generalized hyperbolic distribution
- Efficiency in local differential privacy
- Estimation of the bias parameter of the skew random walk and application to the skew Brownian motion
- Local asymptotic properties for the growth rate of a jump-type CIR process
- LAMN property for stable-Lévy SDEs with constant scale coefficient
- Some developments in semiparametric statistics
- LAMN property for hidden processes: the case of integrated diffusions
- Asymptotic behavior of M-estimator and related random field for diffusion process
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3707110)
