scientific article; zbMATH DE number 3733065

zbMATH Open0467.62026MaRDI QIDQ3920437FDOQ3920437

Authors: I. A. Ibragimov, R. Z. Khas'minskiĭ

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)

Nonparametric signal detection with small values of type I and type II error probabilities
Change-point methods for multivariate time-series: paired vectorial observations
Specification testing in nonparametric AR‐ARCH models
On Bayesian estimators in misspecified change-point problems for Poisson process
On misspecifications in regularity and properties of estimators
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GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS
On mean estimation for heteroscedastic random variables
Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field
On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments
Fast nonparametric maximum likelihood density deconvolution using Bernstein polynomials
Neighborhood-based cross fitting approach to treatment effects with high-dimensional data
Limiting experiments and asymptotic bounds on the performance of sequence of estimators
Hidden AR process and adaptive Kalman filter
Large deviation inequalities of Bayesian estimator in nonlinear regression models
Properties of the Bayesian parameter estimation of a regression based on Gaussian processes
Robustness of statistical algorithms for location of microseismic sources based on surface array data
Maximum Likelihood Method in de Finetti's Theorem
Improved small-sample estimation of nonlinear cross-validated prediction metrics
A moment estimate for rank statistics
Optimal learning with anisotropic Gaussian SVMs
Statistical estimation with model selection
Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise
Estimation of a common parameter for pooled samples from the uniform distributions
Parameter estimation of stochastic differential equation driven by small fractional noise
Lipschitzian complete error calculus and Dirichlet forms
Efficiency and superefficiency in one-parameter two-sided truncated distribution families
Statistical analysis of some evolution equations driven by space-only noise
Fourier–type tests involving martingale difference processes
EM algorithm for stochastic hybrid systems
A novel weighted likelihood estimation with empirical Bayes flavor
Asymptotic properties for median cross-validated nearest neighbor median estimate in nonparametric regression
Nonparametric estimation of periodic signal disturbed by α-stable noises
Multiple hypothesis testing for Poisson processes with variable change–point intensity
On APF test for Poisson process with shift and scale parameters
Least squares estimation for path-distribution dependent stochastic differential equations
On some properties of Bayesian estimators for a spatial inhomogeneous Poisson process model
Asymptotics of the minimum sufficient number of observations for $d$-guaranteed discrimination of two-sided hypotheses
Lower bounds for the rate of convergence in nonparametric pattern recognition
Consistency of a nonparametric least squares estimator in integer-valued GARCH models
Bayesian estimations for diagonalizable bilinear SPDEs
Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
ON SEQUENTIAL ESTIMATION OF A PERIODIC SIGNAL ON THE BACKGROUND OF AN AUTOREGRESSIVE NOISE
On a Poissonian change-point model with variable jump size
An extension of cusp estimation problem in ergodic diffusion processes
Parameter estimation for ergodic linear SDEs from partial and discrete observations
Consistent estimation with many moment inequalities
Method of moments estimators and multi-step MLE for Poisson processes
Smoothing signals for semimartingales
Asymptotic results in robust quasi-Bayesian estimation
Near-optimality of linear recovery from indirect observations
On the asymptotic properties of Bayes-type estimators with general loss functions
On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations
Estimation of cusp location of stochastic processes: a survey
Minimax nonparametric estimation on maxisets
On local uniformity for estimators and confidence limits
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
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Asymptotic relative efficiency of tests at the boundary of regular statistical models
Likelihood Ratio Processes under Nonstandard Settings
Estimation of cusp in nonregular nonlinear regression models.
Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
Minimum density power divergence estimator for diffusion processes
Functional approach to the asymptotic normality of the nonlinear least squares estimator
New distribution theory for the estimation of structural break point in mean
Random sampling in estimation problems for continuous Gaussian processes with independent increments
On approximation of BSDE and multi-step MLE-processes
Nonexistence of consistent estimates in a density estimation problem
Minimax nonparametric hypothesis testing for ellipsoids and Besov bodies
Poisson source localization on the plane: cusp case
Simultaneous testing of change-point location and of a regular parameter by Poisson observations
Estimation of generalized threshold autoregressive models
Poisson source localization on the plane: the smooth case
Poisson source localization on the plane: change-point case
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
Dependence and the dimensionality reduction principle
Efficient estimation of smooth functionals in Gaussian shift models
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Gradual changes versus abrupt changes.
Asymptotic properties of likelihood ratio statistics in competing risks model under interval random censoring
Asymptotics for the distribution of the time of attaining the maximum for a trajectory of a Poisson process with linear drift and intensity switch
Testing for parameter instability and structural change in persistent predictive regressions
Identification of a Markovian system with observations corrupted by a fractional Brownian motion
MULTI-ARMED BANDITS WITH COVARIATES:THEORY AND APPLICATIONS
Bayesian-type estimators of change points
Estimates with Asymptotically Uniformly Minimal $d$-Risk
On estimation of time dependent spatial signal in Gaussian white noise.
Estimation of the position and time of emission of a source
Lower bounds for invariant statistical models with applications to principal component analysis
Maximin efficiency-robust tests and some extensions
Parametric estimation for partially hidden diffusion processes sampled at discrete times
Parametric estimation for cusp-type signal driven by fractional Brownian motion
Asymptotically efficient estimation of smooth functionals of covariance operators
Comparison of estimators in stable models.
Oracle inequalities for the stochastic differential equations
Translation invariant statistical experiments with independent increments

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