On the lower bound in second order estimation for Poisson processes: asymptotic efficiency

DOI10.3103/S106653071701001XOpenAlexW2618513040MaRDI QIDQ1678525

S. B. Gasparyan, Yury A. Kutoyants

Publication date: 17 November 2017

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s106653071701001x

zbMATH Keywords

Poisson processminimax efficiencysecond order estimationexact minimax constants

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Second order asymptotical efficiency for a Poisson process

Cites Work

• Second order asymptotical efficiency for a Poisson process
• Optimal filtering of square-integrable signals in Gaussian noise
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• On the second order minimax estimation of distribution functions
• Exact minimax estimation of the predictive density in sparse Gaussian models
• On second order minimax estimation of invariant density for ergodic diffusion
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