Asymptotic minimax results for stochastic process families with critical points (Q1208935)

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scientific article; zbMATH DE number 167130
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Asymptotic minimax results for stochastic process families with critical points
scientific article; zbMATH DE number 167130

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    Asymptotic minimax results for stochastic process families with critical points (English)
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    16 May 1993
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    randomly normalized estimators
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    AR(1) processes
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    time-changed estimator processes
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    locally quadratic likelihood
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    local asymptotic minimax bounds
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    local quadratic approximation
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    critical points
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    stochastic process models
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    stationary
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    explosive
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    random Fisher information
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    mixed normal case
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    filtered models
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