scientific article; zbMATH DE number 3733065

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

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Fast algorithms for nonparametric population modeling of large data sets
Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
Identification of a Markovian system with observations corrupted by a fractional Brownian motion
Parametric estimation for partially hidden diffusion processes sampled at discrete times
Nonparametric estimation of composite functions
Thresholding methods to estimate copula density
On parameter estimation for switching diffusion process
A note on the super efficient estimator
A moment estimate for rank statistics
Asymptotically efficient nonparametric estimation of functionals of a spectral density function
A characterization of limiting distributions of estimators in an autoregressive process
Estimation of a common parameter for pooled samples from the uniform distributions
Limits of translation invariant experiments
Smoothing signals for semimartingales
A note on asymptotic testing theory for nonhomogeneous observations
Asymptotic results in robust quasi-Bayesian estimation
Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp
Parameter estimation in linear filtering
Estimation for diffusion processes from discrete observation
Components of the two-sided Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise
Random sampling in estimation problems for continuous Gaussian processes with independent increments
Tracking of signals and its derivatives in Gaussian white noise
Remarks on extremal problems in nonparametric curve estimation
Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
Gradual changes versus abrupt changes.
Local asymptotic normality for multivariate linear processes
Jeffreys' prior is asymptotically least favorable under entropy risk
Nonexistence of consistent estimates in a density estimation problem
Minimax estimation of the diffusion coefficient through irregular samplings
Some problems of nonparametric estimation by observations of ergodic diffusion process
Asymptotic properties for median cross-validated nearest neighbor median estimate in nonparametric regression
Asymptotic Bayes risks for a general class of losses
Efficiency and superefficiency in one-parameter two-sided truncated distribution families
An MCMC approach to classical estimation.
On cusp estimation of ergodic diffusion process
Estimation of cusp in nonregular nonlinear regression models.
A nonparametric Cramér-Rao inequality for estimators of statistical functionals.
Error structures and parameter estimation.
M-estimation in linear models under nonstandard conditions.
Asymptotics and the theory of inference
Ridgelets: estimating with ridge functions
Local asymptotic normality and asymptotical minimax efficiency of the MLE under random censorship
M-estimators converging to a stable limit
Spectral asymptotics of some functionals arising in statistical inference for SPDEs
Comparison of estimators in stable models.
Lower bounds for the rate of convergence in nonparametric pattern recognition
Lipschitzian complete error calculus and Dirichlet forms
Method of moments estimators and multi-step MLE for Poisson processes
Lower bounds in estimation at a point under multi-index constraint
On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise
Estimation of cusp location of stochastic processes: a survey
Translation invariant statistical experiments with independent increments
Hybrid estimators for stochastic differential equations from reduced data
Oracle inequalities for the stochastic differential equations
The asymptotics of misspecified MLEs for some stochastic processes: a survey
On misspecifications in regularity and properties of estimators
Robustness of statistical algorithms for location of microseismic sources based on surface array data
On APF test for Poisson process with shift and scale parameters
Variable selection for spatial Poisson point processes via a regularization method
Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
Near-optimality of linear recovery from indirect observations
Filtered likelihood for point processes
New distribution theory for the estimation of structural break point in mean
On parameter estimation of the hidden Ornstein-Uhlenbeck process
On estimation of time dependent spatial signal in Gaussian white noise.
Dependence and the dimensionality reduction principle
Estimating the endpoint of a distribution in the presence of additive observation errors
General empirical Bayes wavelet methods and exactly adaptive minimax estimation
Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
Hybrid estimators for small diffusion processes based on reduced data
On Bayesian estimators in misspecified change-point problems for Poisson process
Local asymptotic normality and mixed normality for Markov statistical models
Asymptotics of maximum likelihood estimator in a two-phase linear regression model
Rates of information aggregation in common value auctions
The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model.
Density estimation for biased data.
Asymptotic relative efficiency of tests at the boundary of regular statistical models
Conditions equivalent to consistency of approximate MLE's for stochastic processes
Maximin efficiency-robust tests and some extensions
Nonlinear black-box models in system identification: Mathematical foundations
Minimum density power divergence estimator for diffusion processes
Exponential bounds for minimum contrast estimators
Estimation of the lead-lag parameter from non-synchronous data
Functional approach to the asymptotic normality of the nonlinear least squares estimator
Estimation of parameters of linear homogeneous stochastic differential equations
Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes
Lower bounds on the rate of convergence of nonparametric regression estimates
On local uniformity for estimators and confidence limits
Optimal learning with anisotropic Gaussian SVMs
Statistical analysis of some evolution equations driven by space-only noise
Generalized threshold latent variable model
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
Poisson source localization on the plane: cusp case
Model selection for the robust efficient signal processing observed with small Lévy noise
Simultaneous testing of change-point location and of a regular parameter by Poisson observations
On multi-step estimation of delay for SDE
Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations

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