Asymptotic minimax results for stochastic process families with critical points
type: Item
instance of: scholarly article
title: Asymptotic minimax results for stochastic process families with critical points
zbMATH Open document ID: 0783.62064
DOI: 10.1016/0304-4149(93)90040-B
published in: Stochastic Processes and their Applications
publication date: 1993-05-16T00:00:00Z
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62C20
zbMATH DE Number: 167130
zbMATH Keywords: randomly normalized estimators
zbMATH Keywords: AR(1) processes
zbMATH Keywords: time-changed estimator processes
zbMATH Keywords: locally quadratic likelihood
zbMATH Keywords: local asymptotic minimax bounds
zbMATH Keywords: local quadratic approximation
zbMATH Keywords: critical points
zbMATH Keywords: stochastic process models
zbMATH Keywords: stationary
zbMATH Keywords: explosive
zbMATH Keywords: random Fisher information
zbMATH Keywords: mixed normal case
zbMATH Keywords: filtered models
author: Priscilla Greenwood
author: Wolfgang Wefelmeyer
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 167130