On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion

DOI10.1016/j.spl.2018.04.004zbMath1463.62033OpenAlexW2797583547MaRDI QIDQ1643756

Lin-Yee Hin, Nino E. Kordzakhia, Alexander Novikov, Yury A. Kutoyants

Publication date: 20 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.04.004

zbMATH Keywords

fractional Brownian motionmaximum likelihood estimatorslocation parameterBayesian estimatorsirregular statistical experiments

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Fractional processes, including fractional Brownian motion (60G22) Bayesian inference (62F15)

Related Items (2)

Lower bound for the expected supremum of fractional brownian motion using coupling ⋮ Poisson source localization on the plane: cusp case

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