Local properties of the limiting distribution of the statistical estimator for jump point of a density

DOI10.17377/SEMI.2017.14.111zbMath1391.60108MaRDI QIDQ1750782

Natal'ya Aleksandrovna Shvemler, Vyacheslav Evgen'evich Mosyagin

Publication date: 23 May 2018

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimatorsestimation of unknown jump point of a probability density functionintegro-local estimateslimiting distributions of statistical estimators

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic properties of parametric estimators (62F12)

Related Items (3)

Точная асимптотика распределения момента достижения максимума траекторией обобщенного процесса Пуассона с линейным сносом ⋮ On estimation errors in optical communication and location ⋮ Asymptotics for the Distribution of the Time of Attaining the Maximum for a Trajectory of a Poisson Process with Linear Drift and Intensity Switch

Cites Work

• Estimation of the convergence rate for the distributions of normalized maximum likelihood estimators in the case of a discontinuous density
• Distribution of the time of attaining the maximum for the difference of the two Poisson's processes with negative linear drift
• Unnamed Item
• Unnamed Item

This page was built for publication: Local properties of the limiting distribution of the statistical estimator for jump point of a density