Second-Order Asymptotic Optimality and Positive Solutions of Schrödinger’s Equation

DOI10.1137/1130039zbMath0608.62035OpenAlexW1996087147MaRDI QIDQ3747499

B. Ya. Levit

Publication date: 1986

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1130039

zbMATH Keywords

diffusion processsuperharmonic functionsoptimality criteriaunique solutionquadratic losselliptic differential equationsloss functionsexterior boundary value problemrecurrencyexistence of a positive solutionbest equivariant estimatortranslation parameterGaussian familyasymptotically completesteady-state Schrödinger equationHölder-continuous functionnon-Gaussian estimation problemsq-nonimprovabilitysecond-order asymptotic admissibility

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Schrödinger operator, Schrödinger equation (35J10) Admissibility in statistical decision theory (62C15)

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