The following pages link to (Q3920437):
Displaying 50 items.
- Asymptotic accuracy of Bayes estimation for latent variables with redundancy (Q255357) (← links)
- Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings (Q262763) (← links)
- Finite sample Bernstein-von Mises theorem for semiparametric problems (Q273627) (← links)
- On local asymptotic normality for functional autoregressive processes (Q276983) (← links)
- Local asymptotic normality of Hilbertian autoregressive processes (Q282874) (← links)
- Inference theory for volatility functional dependencies (Q284294) (← links)
- Stimulus reference frame and neural coding precision (Q285953) (← links)
- On multi-step MLE-process for Markov sequences (Q310050) (← links)
- Estimation in threshold autoregressive models with correlated innovations (Q380012) (← links)
- On constrained and regularized high-dimensional regression (Q380022) (← links)
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
- Asymptotic lower bounds in estimating jumps (Q395992) (← links)
- On asymptotic distribution of parameter free tests for ergodic diffusion processes (Q398574) (← links)
- Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577) (← links)
- Adaptive estimation of an ergodic diffusion process based on sampled data (Q436297) (← links)
- On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes (Q466061) (← links)
- On Bayesian estimation via divergences (Q466196) (← links)
- Optimal exponential bounds on the accuracy of classification (Q485316) (← links)
- Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
- Monte Carlo algorithms for calculation of diffusive characteristics of an electron avalanche in gases (Q503594) (← links)
- Asymptotically efficient estimators for nonparametric heteroscedastic regression models (Q537348) (← links)
- Detection, isolation and identification of multiple actuator and sensor faults in nonlinear dynamic systems: application to a waste water treatment process (Q614448) (← links)
- On the goodness-of-fit testing for a switching diffusion process (Q639631) (← links)
- A semiparametric Bernstein-von Mises theorem for Gaussian process priors (Q664347) (← links)
- Laplace approximations using \(n^\alpha\)-consistent estimators (Q680390) (← links)
- A large deviation result for the least squares estimators in nonlinear regression (Q689473) (← links)
- Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach (Q714947) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- On weak convergence of the likelihood ratio process in multi-phase regression models (Q730712) (← links)
- Local empirical processes near boundaries of convex bodies (Q734397) (← links)
- Likelihood estimation and inference in threshold regression (Q738152) (← links)
- Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
- Parametric estimation. Finite sample theory (Q741810) (← links)
- Estimation for the change point of volatility in a stochastic differential equation (Q765890) (← links)
- Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation (Q783749) (← links)
- An asymptotic minimax risk bound for estimation of a linear functional relationship (Q793479) (← links)
- A new smoothness quantification in kernel density estimation (Q806851) (← links)
- On the martingale approximation of the estimation error of ARMA parameters (Q807566) (← links)
- MDE properties of a Poisson process with discontinuous intensity. (Propriétés de l'edm pour un processus de Poisson d'intensité discontinue). (Q819849) (← links)
- Large deviation inequalities of LS estimator in nonlinear regression models (Q826675) (← links)
- Intrinsic Hölder classes of density functions on Riemannian manifolds and lower bounds to convergence rates (Q826706) (← links)
- Asymptotic accuracy in estimation of a fractional signal in a small white noise (Q827934) (← links)
- Parameter estimation for continuous time hidden Markov processes (Q827936) (← links)
- Nonparametric reconstruction of a multifractal function from noisy data (Q843705) (← links)
- Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes (Q848578) (← links)
- Convergence rates of posterior distributions for Brownian semimartingale models (Q882885) (← links)
- Sharp optimality for regression with real-time data (Q892892) (← links)
- A note on inequalities for probabilities of large deviations of estimators in nonlinear regression models (Q916253) (← links)
- Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes (Q945458) (← links)
- Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
