Asymptotic minimax results for stochastic process families with critical points (Q1208935)
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scientific article; zbMATH DE number 167130
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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