scientific article; zbMATH DE number 3605767

Cited in

(56)

Estimation for stochastic differential equations with a small diffusion coefficient
Functional estimation for Lévy measures of semimartingales with Poissonian jumps
A geometric property of the sample mean and residuals
Parameter estimation in smooth empirical processes
A characterization of translation-invariant experiments admitting adaptive estimates
Asymptotic inference for stochastic processes
A generalization of asymptotically linear estimators
A remark on approximate \(M\)-estimators
Functional estimation for time series: Uniform convergence properties
Monotonicity of the Fisher information and the Kullback-Leibler divergence measure
Semiparametric single index versus fixed link function modelling
Wavelet based empirical Bayes estimation for the uniform distribution
Some linear models are necessarily parametric
A threshold estimation problem for processes with hysteresis
On methods of sieves and penalization
Semiparametric-efficient estimation of AR(1) panel data models.
Estimating linear functionals of the error distribution in nonparametric regression
The efficiency of adjusted least squares in the linear functional relationship.
Edgeworth expansions for semiparametric Whittle estimation of long memory.
Some pathological regression asymptotics under stable conditions
Moment convergence of Z-estimators
The large deviation results for the nonlinear regression model with dependent errors
Asymptotic behavior of Bayes estimates under possibly incorrect models
Nonasymptotic bounds for autoregressive time series modeling.
The limiting behavior of least absolute deviation estimators for threshold autoregressive models
Minimax exact constant in sup-norm for nonparametric regression with random design
Drift estimation of a certain class of diffusion processes from discrete observation
Smoothing bias in the measurement of marginal effects
Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes
Sample quantiles and additive statistics: Information, sufficiency, estimation
Gaussian measures on linear spaces
Asymptotically efficient estimation of the index of regular variation
A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model
Statistical inference for ergodic point processes and application to limit order book
On the multi-step MLE-process for ergodic diffusion
Maximum log-likelihood ratio test for a change in three parameter Weibull distribution
Minimax properties of beta kernel estimators
Sub- and superadditivity à la Carlen of matrices related to the Fisher information
A note on the asymptotic distribution of the maximum likelihood estimator in a non-regular case
Semiparametric efficient estimation of dynamic panel data models
Instrumental variable estimation of nonseparable models
The large deviation for the least squares estimator of nonlinear regression model based on WOD errors
Local asymptotic normality of sampling experiments
Complexity of linear ill-posed problems in Hilbert space
On the Devroye-Györfi methods of correcting density estimators
Minimax nonparametric hypothesis testing for ellipsoids and Besov bodies
Moderate deviations of marginal maximum likelihood estimator for m-dependent processes
Ildar Abdullovich Ibragimov (on his ninetieth birthday)
Efficient estimators with sample observations generated by independent planar random flights
Information bounds and MCMC parameter estimation for the pile-up model
Statistical inference for perturbed multiscale dynamical systems
About the non-asymptotic behaviour of Bayes estimators
On the uniform consistency of the Bernstein density estimator
Trimming and likelihood: Robust location and dispersion estimation in the elliptical model
Model selection for Lévy measures in diffusion processes with jumps from discrete observations
Differentiation of sets in measure

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