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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)

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
Hybrid estimators for stochastic differential equations from reduced data
Nonparametric reconstruction of a multifractal function from noisy data
ON RANDOM WEIGHTED SUM OF POSITIVE SEMI-DEFINITE MATRICES
Hybrid estimators for small diffusion processes based on reduced data
Quantifying Model Uncertainties in Complex Systems
Some developments in semiparametric statistics
On parameter estimation of the hidden Ornstein-Uhlenbeck process
Parameter estimation for SPDEs based on discrete observations in time and space
Distance measures in a one-parameter class of density functions
Quasi-likelihood analysis and its applications
On localization of source by hidden Gaussian processes with small noise
Spectral asymptotics of some functionals arising in statistical inference for SPDEs
Regularity of models associated with Markov jump processes
Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes
On weak convergence of the likelihood ratio process in multi-phase regression models
Error structures and parameter estimation.
A truncated estimation method with guaranteed accuracy
Local empirical processes near boundaries of convex bodies
Threshold estimation for jump-diffusions under small noise asymptotics
Detection, isolation and identification of multiple actuator and sensor faults in nonlinear dynamic systems: application to a waste water treatment process
On Bayesian estimation via divergences
Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results
On the goodness-of-fit testing for a switching diffusion process
Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes
Likelihood estimation and inference in threshold regression
Estimation for the change point of volatility in a stochastic differential equation
Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp
Asymptotic inference for stochastic differential equations driven by fractional Brownian motion
Optimal exponential bounds on the accuracy of classification
Estimating the endpoint of a distribution in the presence of additive observation errors
Asymptotically efficient nonparametric estimation of functionals of a spectral density function
M-estimation in linear models under nonstandard conditions.
Fast algorithms for nonparametric population modeling of large data sets
Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise
Some problems of nonparametric estimation by observations of ergodic diffusion process
Estimation of the lead-lag parameter from non-synchronous data
Conditions equivalent to consistency of approximate MLE's for stochastic processes
A note on the super efficient estimator
Adaptive estimation of the threshold point in threshold regression
On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect
Asymptotic Bayes risks for a general class of losses
Monte Carlo algorithms for calculation of diffusive characteristics of an electron avalanche in gases
Lower bounds on the rate of convergence of nonparametric regression estimates
Remarks on extremal problems in nonparametric curve estimation
On limiting likelihood ratio processes of some change-point type statistical models
A characterization of limiting distributions of estimators in an autoregressive process
Limits of translation invariant experiments
A note on asymptotic testing theory for nonhomogeneous observations
Minimax estimation of the diffusion coefficient through irregular samplings
Parameter estimation for continuous time hidden Markov processes
Minimax theory of nonparametric hazard rate estimation: efficiency and adaptation
Variable selection for spatial Poisson point processes via a regularization method
On the martingale approximation of the estimation error of ARMA parameters
Laplace approximations using \(n^\alpha\)-consistent estimators
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

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