scientific article; zbMATH DE number 3178119

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Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
A note on asymptotic unbiasedness of estimates
Large deviation probabilities for certain dependent processes
The asymptotic efficiency, in the sense of Bahadur, of estimators of a multidimensional parameter of the spectral density
Large deviations and Bahadur efficiency of the Khmaladze-Aki statistics
A note on efficiency
Classical asymptotic properties of a certain estimator related to the maximum likelihood estimator
On exponential rates of estimators of the parameter in the first-order autoregressive process
A new integral nonparametric test for the affine symmetry hypothesis
Chernoff efficiency of the sign and Wilcoxon tests for testing the symmetry hypothesis
Harmonic moments and large deviation rates for supercritical branching processes
On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes
A minimaxity criterion in nonparametric regression based on large-deviations probabilities
Asymptotic efficiency of Kolmogorov-Smirnov type symmetry tests in the case of a sample of random size
On the efficiency of estimators of a spectral density multivariate parameter
Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters
Large deviation asymptotics for statistical treatment rules
The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities
Exponential bounds for minimum contrast estimators
New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Statistical inference for the intensity in a partially observed jump diffusion
On semiparametric statistical inferences in the moderate deviation zone
Moderate deviations for the kernel mode estimator and some applications
A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions
Conditions equivalent and doubly equivalent to consistency of approximate MLE's
An approximate quantum Cramér-Rao bound based on skew information
Nonparametric signal detection with small type I and type II error probabilities
Limiting experiments and asymptotic bounds on the performance of sequence of estimators
Asymptotic Pitman's relative efficiency
Nonparametric hypothesis testing with small type I or type II error probabilities
EL inference for partially identified models: large deviations optimality and bootstrap validity
The accuracy of the normal approximation for minimum contrast estimates
The accuracy of the normal approximation for minimum contrast estimates
Estimation in discrete parameter models
Probabilities of large deviations in topological spaces. I
Moderate deviation principle of modularity in network
On large deviations in testing Ornstein-Uhlenbeck-type models
Large deviation theory for non-regular location shift family
Efficient estimation in tensor Curie-Weiss and Erdős-Rényi Ising models
On lower bounds of moderate large deviations of tests and estimators
Unconditional large deviation principles for Dirichlet posterior and Bayesian bootstrap
Heavy tail robust estimation and inference for average treatment effects
A statistical framework of watermarks for large language models: pivot, detection efficiency and optimal rules
On Bahadur efficiency of empirical likelihood
Efficiency bound under identifiability constraints in semiparametric models
Characterization of distributions by the local asymptotic optimality property of test statistics
Minimax linear estimation with the probability criterion under unimodal noise and bounded parameters
Applications of large deviations to optimal experimental designs
Superefficiency from the vantage point of computability

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