scientific article; zbMATH DE number 4197158
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Publication:5203498
zbMATH Open0725.62029MaRDI QIDQ5203498FDOQ5203498
Authors: Alexander Korostelev, O. V. Lepski 
Publication date: 1989
Title of this publication is not available (Why is that?)
Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Minimax procedures in statistical decision theory (62C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cited In (5)
- Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
- Probability maximizing approach to a secretary problem by random change-point of the distribution law of the observed process
- Misspecified and Asymptotically Minimax Robust Quickest Change Diagnosis
- Minimax rates in sparse, high-dimensional change point detection
- Asymptotically optimal estimators for moments of change
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