scientific article; zbMATH DE number 850377

zbMATH Open0898.62031MaRDI QIDQ4866401FDOQ4866401

Authors: A. A. Gushchin 

Publication date: 19 November 1996

Title of this publication is not available (Why is that?)

Recommendations

• An alternative approach to asymptotic optimality.
• Asymptotic minimax bounds for sequential estimators of parameters in a locally asymptotically quadratic family
• On asymptotically optimal estimates for general observations
• scientific article; zbMATH DE number 4197156
• scientific article; zbMATH DE number 3936201

zbMATH Keywords

Ornstein-Uhlenbeck processasymptotic variancequadratic lossautoregressive processlocal asymptotic normalityasymptotic optimalityCramer-Rao inequalityGalton-Watson branching processlocal asymptotic mixed normalityasymptotically centered estimatorslocal asymptotic quadratic condition

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Cited In (4)

• An alternative approach to asymptotic optimality.
• Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
• Asymptotic minimax bounds for sequential estimators of parameters in a locally asymptotically quadratic family
• Semimartingale stochastic approximation procedure and recursive estimation

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 Q4866401)