On asymptotically optimal estimates for general observations
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Publication:1965884
DOI10.1016/S0304-4149(97)00082-3zbMath0933.62081MaRDI QIDQ1965884
Publication date: 1 March 2000
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Random fields (60G60) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)
Related Items (5)
Unnamed Item ⋮ Unnamed Item ⋮ On efficiency of estimation and testing with data quantized to fixed number of cells ⋮ Rényi Statistics in Directed Families of Exponential Experiments* ⋮ Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
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- Weak and strong consistency of the least squares estimators in regression models
- Convex Analysis
- Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach
- Minimum Variance Estimation Without Regularity Assumptions
- Robust Statistics
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