Pitman Estimators: An Asymptotic Variance Revisited
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Publication:2863593
DOI10.1137/S0040585X9798614XzbMath1402.62037OpenAlexW2086087478MaRDI QIDQ2863593
N. Kordzakhia, Alexander Novikov
Publication date: 22 November 2013
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x9798614x
Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22)
Related Items (3)
On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion ⋮ Translation invariant statistical experiments with independent increments ⋮ On Exponential Functionals of Processes with Independent Increments
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