On Sequential Estimation under the Conditions of Local Asymptotic Normality

DOI10.1137/1125003zbMath0467.62072OpenAlexW2056591079MaRDI QIDQ3920491

S. Yu. Efrojmovich

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1137/1125003

zbMATH Keywords

local asymptotic normalityasymptotically minimax approach

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Sequential estimation (62L12)

Related Items (3)

Sequential Generlized Least squares Estimator For An Autoressive parameter ⋮ Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes ⋮ Sur la convergence du processus de vraisemblance en variables markoviennes

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