Martingale-difference Gibbs random fields and central limit theorem (Q4278223)
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scientific article; zbMATH DE number 492556
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale-difference Gibbs random fields and central limit theorem |
scientific article; zbMATH DE number 492556 |
Statements
Martingale-difference Gibbs random fields and central limit theorem (English)
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26 April 1994
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reparametrization
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asymptotically optimal minimax estimation
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generalized autoregressive model
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Wiener process
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stopping times
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first order autoregressive model
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minimax risk
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asymptotic optimality
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sequential maximum likelihood estimators
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