DOI10.1214/aos/1176348367zbMath0760.62043OpenAlexW2014667970MaRDI QIDQ1184200
I. A. Ibragimov, Rafail Z. Khasminskii
Publication date: 28 June 1992
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348367
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form,
On some problems of nonparametric estimation,
Local asymptotic normality for multivariate nonlinear AR processes,
Principal component decomposition of non-parametric tests,
Statistical inference for stationary linear models with tapered data,
Central limit theorem and moderate deviation principle for stochastic scalar conservation laws,
Efficient estimation in periodic INAR(1) model: parametric case,
Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments,
Lower bound for quadratic losses of estimation of infinite-dimensional parameter,
On methods of sieves and penalization,
On asymptotic minimaxity of Kolmogorov and omega-square tests,
Efficient functional estimation and the super-oracle phenomenon,
Efficient estimation of spectral functionals for continuous-time stationary models,
Stochastic 2D primitive equations: central limit theorem and moderate deviation principle,
Robust estimation for continuous-time linear models with memory,
An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility,
Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data,
On semiparametric statistical inferences in the moderate deviation zone,
Adaptive quadratic functional estimation of a weighted density by model selection,
Goodness-of-fit testing and quadratic functional estimation from indirect observations,
On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density,
Asymptotic equivalence for inference on the volatility from noisy observations,
Efficient estimation of conditional covariance matrices for dimension reduction,
Efficient estimation of integral functionals of a density,
Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes,
On nonparametric tests of positivity/monotonicity/convexity,
Local asymptotic normality for multivariate linear processes,
Lower bounds for the asymptotic minimax risk with spherical data,
Statistical estimation for stationary models with tapered data