Second order asymptotical efficiency for a Poisson process

DOI10.3103/S1068362315020065zbMath1333.62100arXiv2006.13516MaRDI QIDQ260288

S. B. Gasparyan

Publication date: 21 March 2016

Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.13516

zbMATH Keywords

asymptotic efficiencyPoisson processsecond order estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

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

Cites Work

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• On the lower bound in second order estimation for Poisson processes: asymptotic efficiency
• The Pinsker bound in mixed Gaussian white noise
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• Applications of the van Trees inequality: A Bayesian Cramér-Rao bound
• On the second order minimax estimation of distribution functions
• On second order minimax estimation of invariant density for ergodic diffusion
• Introduction to nonparametric estimation

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