scientific article; zbMATH DE number 3733065

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)

Lipschitzian complete error calculus and Dirichlet forms
On some matrix versions of covariance, harmonic mean and other inequalities: an overview
Efficiency and superefficiency in one-parameter two-sided truncated distribution families
On approximation of the backward stochastic differential equation
A new smoothness quantification in kernel density estimation
Large deviation inequalities of LS estimator in nonlinear regression models
Asymptotic accuracy of Bayes estimation for latent variables with redundancy
Parameter estimation of stochastic differential equation driven by small fractional noise
Statistical analysis of some evolution equations driven by space-only noise
Exact adaptive pointwise estimation on Sobolev classes of densities
Asymptotic properties for median cross-validated nearest neighbor median estimate in nonparametric regression
EM algorithm for stochastic hybrid systems
Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression
Volatility estimation of hidden Markov processes and adaptive filtration
Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
A large deviation result for the least squares estimators in nonlinear regression
On APF test for Poisson process with shift and scale parameters
A novel weighted likelihood estimation with empirical Bayes flavor
Least squares estimation for path-distribution dependent stochastic differential equations
Fourier–type tests involving martingale difference processes
Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings
Rényi information, loglikelihood and an intrinsic distribution measure
Asymptotically efficient estimators for nonparametric heteroscedastic regression models
Thresholding algorithms, maxisets and well-concentrated bases
On some properties of Bayesian estimators for a spatial inhomogeneous Poisson process model
Nonparametric estimation of periodic signal disturbed by α-stable noises
Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
Pricing of volume-weighted average options: analytical approximations and numerical results
Multiple hypothesis testing for Poisson processes with variable change–point intensity
Asymptotic accuracy in estimation of a fractional signal in a small white noise
Point-wise wavelet estimation in the convolution structure density model
An MCMC approach to classical estimation.
Nonparametric regression with predictors missing at random and the scale depending on auxiliary covariates
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Lower bounds for the rate of convergence in nonparametric pattern recognition
Asymptotics of the minimum sufficient number of observations for d-guaranteed discrimination of two-sided hypotheses
Optimal locally private estimation under \(\ell_p\) loss for \(1\le p\le 2\)
Estimation of smooth functionals of covariance operators: jackknife bias reduction and bounds in terms of effective rank
Exponential bounds for minimum contrast estimators
Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
Some impossibility results for inference with cluster dependence with large clusters
Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation
Bayesian estimations for diagonalizable bilinear SPDEs
Statistical Inference in Circular Structural Model and Fitting Circles to Noisy Data
Times Square Sampling: An Adaptive Algorithm for Free Energy Estimation
Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach
A generalisation of the fractional Brownian field based on non-Euclidean norms
Consistency of a nonparametric least squares estimator in integer-valued GARCH models
On a Poissonian change-point model with variable jump size
An extension of cusp estimation problem in ergodic diffusion processes
A nonparametric Cramér-Rao inequality for estimators of statistical functionals.
Estimation of parameters of linear homogeneous stochastic differential equations
On Bayesian estimation in change-point problems for Poisson source localization on the plane in non standard situation
Finite sample Bernstein-von Mises theorem for semiparametric problems
ON SEQUENTIAL ESTIMATION OF A PERIODIC SIGNAL ON THE BACKGROUND OF AN AUTOREGRESSIVE NOISE
On local asymptotic normality for functional autoregressive processes
A minimal contrast estimator for the linear fractional stable motion
Asymptotically efficient estimation for diffusion processes with nonsynchronous observations
MDE properties of a Poisson process with discontinuous intensity. (Propriétés de l'edm pour un processus de Poisson d'intensité discontinue).
Intrinsic Hölder classes of density functions on Riemannian manifolds and lower bounds to convergence rates
Maximum leave-one-out likelihood method for the location parameter of variance gamma distribution with unbounded density
scientific article; zbMATH DE number 7307484 (Why is no real title available?)
From robust tests to Bayes-like posterior distributions
Parameter estimation in linear filtering
Consistent estimation with many moment inequalities
Method of moments estimators and multi-step MLE for Poisson processes
Generalized threshold latent variable model
Parameter estimation for ergodic linear SDEs from partial and discrete observations
Smoothing signals for semimartingales
Asymptotic results in robust quasi-Bayesian estimation
Second-order probability matching priors for the person parameter in unidimensional IRT models
Asymptotic lower bounds in estimating jumps
Near-optimality of linear recovery from indirect observations
Sample heterogeneity and M-estimation
On the asymptotic properties of Bayes-type estimators with general loss functions
Moment convergence of M-estimators
Maximnm contrast estimation for diffusion processes from discrete observations
Hybrid estimators for stochastic differential equations from reduced data
Nonparametric reconstruction of a multifractal function from noisy data
On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations
Functional estimation in log-concave location families
Maximum likelihood for high-noise group orbit estimation and single-particle cryo-EM
Local asymptotic normality of Hilbertian autoregressive processes
Inference theory for volatility functional dependencies
Stimulus reference frame and neural coding precision
Convergence rates of posterior distributions for Brownian semimartingale models
Estimation of cusp location of stochastic processes: a survey
Multiscale change-point segmentation: beyond step functions
Hybrid estimators for small diffusion processes based on reduced data
On constrained and regularized high-dimensional regression
On local uniformity for estimators and confidence limits
Minimax nonparametric estimation on maxisets
Classification with many classes: challenges and pluses
Criteria for posterior consistency and convergence at a rate
A parameter estimation method based on random slow manifolds
Quantifying Model Uncertainties in Complex Systems
ON RANDOM WEIGHTED SUM OF POSITIVE SEMI-DEFINITE MATRICES
Semiparametric estimation of shifts on compact Lie groups for image registration
Parametric estimation. Finite sample theory
Some developments in semiparametric statistics

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 Q3920437)