Adaptive sequential estimation for ergodic diffusion processes in quadratic metric. Part 2: Asymptotic efficiency

Simple item page
dc.creatorGaltchouk, Leonid
dc.creatorPergamenshchikov, Serguey
dc.date2008-04-10
dc.date.accessioned2026-07-07T12:18:16Z
dc.date.available2026-07-07T12:18:16Z
dc.descriptionAsymptotic efficiency is proved for the constructed in part 1 procedure, i.e. Pinsker's constant is found in the asymptotic lower bound for the minimax quadratic risk. It is shown that the asymptotic minimax quadratic risk of the constructed procedure coincides with this constant.
dc.identifierhttps://arxiv.org/abs/0804.1715
dc.identifierhttp://arxiv.org/abs/0804.1715
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212352
dc.subjectStatistics Theory
dc.titleAdaptive sequential estimation for ergodic diffusion processes in quadratic metric. Part 2: Asymptotic efficiency
dc.typetext

Files

Collections

arXiv