scientific article; zbMATH DE number 3733065

zbMATH Open0467.62026MaRDI QIDQ3920437FDOQ3920437

Publication date: 1981

Title of this publication is not available (Why is that?)

bibliography local asymptotic normality stochastic integrals Gaussian white noise classification of singularities explicit form optimal estimators

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (only showing first 100 items - show all)

Asymptotic accuracy of Bayes estimation for latent variables with redundancy
Rényi information, loglikelihood and an intrinsic distribution measure
Thresholding algorithms, maxisets and well-concentrated bases
Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings
An MCMC approach to classical estimation.
Some impossibility results for inference with cluster dependence with large clusters
Exponential bounds for minimum contrast estimators
A generalisation of the fractional Brownian field based on non-Euclidean norms
Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation
Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach
Finite sample Bernstein-von Mises theorem for semiparametric problems
On local asymptotic normality for functional autoregressive processes
Maximnm contrast estimation for diffusion processes from discrete observations
Asymptotic lower bounds in estimating jumps
Local asymptotic normality of Hilbertian autoregressive processes
Multiscale change-point segmentation: beyond step functions
Inference theory for volatility functional dependencies
Stimulus reference frame and neural coding precision
Convergence rates of posterior distributions for Brownian semimartingale models
On constrained and regularized high-dimensional regression
Semiparametric estimation of shifts on compact Lie groups for image registration
Parametric estimation. Finite sample theory
Tailor-made tests for goodness of fit to semiparametric hypotheses
Estimation for diffusion processes from discrete observation
On cusp estimation of ergodic diffusion process
Semiparametric efficiency in GMM models with auxiliary data
Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes
Quasi-likelihood analysis for nonsynchronously observed diffusion processes
Tracking of signals and its derivatives in Gaussian white noise
The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model.
Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
Jeffreys' prior is asymptotically least favorable under entropy risk
On estimating a density using Hellinger distance and some other strange facts
Nonlinear black-box models in system identification: Mathematical foundations
Thresholding methods to estimate copula density
On multi-step MLE-process for Markov sequences
Malliavin calculus approach to statistical inference for Lévy driven SDE's
General empirical Bayes wavelet methods and exactly adaptive minimax estimation
Density estimation for biased data.
The limiting log-likelihood process for discontinuous density families
Penalized maximum likelihood and semiparametric second-order efficiency
Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes
Local asymptotic normality and mixed normality for Markov statistical models
Local asymptotic normality for multivariate linear processes
Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
On asymptotic distribution of parameter free tests for ergodic diffusion processes
Local asymptotic normality and asymptotical minimax efficiency of the MLE under random censorship
On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes
Asymptotics and the theory of inference
Non-regular estimation theory for piecewise continuous spectral densities
A continuous mapping theorem for the argmax‐functional in the non‐unique case
On multiple change-point estimation for Poisson process
Ridgelets: estimating with ridge functions
M-estimators converging to a stable limit
Noise: a nonstandard analysis.
Asymptotics of maximum likelihood estimator in a two-phase linear regression model
Asymptotics of M-estimators in two-phase linear regression models.
Large deviation for a least squares estimator in a nonlinear regression model
Rates of information aggregation in common value auctions
Parameter Estimation for a Discretely Observed Integrated Diffusion Process
Filtered likelihood for point processes
Approximate martingale estimating functions for stochastic differential equations with small noises
Integral curves of noisy vector fields and statistical problems in diffusion tensor imaging: nonparametric kernel estimation and hypotheses testing
Approximation dans les espaces m�triques et th�orie de l'estimation
Adaptive estimation of an ergodic diffusion process based on sampled data
Hybrid multi-step estimators for stochastic differential equations based on sampled data
Inference under right censoring for transformation models with a change-point based on a covariate threshold
Estimating a Stability Parameter: Asymptotics and Simulations
Adaptive tests of qualitative hypotheses
Second-order continuous-time non-stationary Gaussian autoregression
Asymptotic optimality in stochastic optimization
Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
Estimation in threshold autoregressive models with correlated innovations
Convergence rates of posterior distributions for non iid observations
Nonparametric estimation of composite functions
Adaptive nonparametric confidence sets
A note on inequalities for probabilities of large deviations of estimators in nonlinear regression models
A semiparametric Bernstein-von Mises theorem for Gaussian process priors
Fractional random fields associated with stochastic fractional heat equations
Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
An asymptotic minimax risk bound for estimation of a linear functional relationship
On approximation of the backward stochastic differential equation
Exact adaptive pointwise estimation on Sobolev classes of densities
A new smoothness quantification in kernel density estimation
Large deviation inequalities of LS estimator in nonlinear regression models
Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression
A large deviation result for the least squares estimators in nonlinear regression
Asymptotically efficient estimators for nonparametric heteroscedastic regression models
Asymptotic accuracy in estimation of a fractional signal in a small white noise
Asymptotically efficient estimation for diffusion processes with nonsynchronous observations
Estimation of parameters of linear homogeneous stochastic differential equations
A nonparametric Cramér-Rao inequality for estimators of statistical functionals.
A minimal contrast estimator for the linear fractional stable motion
MDE properties of a Poisson process with discontinuous intensity. (Propriétés de l'edm pour un processus de Poisson d'intensité discontinue).
Sample heterogeneity and M-estimation
Intrinsic Hölder classes of density functions on Riemannian manifolds and lower bounds to convergence rates
Generalized threshold latent variable model
Parameter estimation in linear filtering

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