About: Asymptotic properties of estimators

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Attributs	Valeurs
type	Concept
skos:inScheme	MSC 2010
broader concept	Parametric inference
skos:prefLabel	Asymptotic properties of estimators ProprietÃ¡ asintotiche degli estimatori 估计量的渐近性质
skos:exactMatch	http://msc2010.org/resources/MSC/1991/62F12 http://msc2010.org/resources/MSC/2000/62F12
skos:notation	62F12
skos:relatedMatch	http://msc2010.org/resources/MSC/2010/fullDD21-519.544
is Subject of	Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient Detecting abrupt changes in random fields Schémas de discrétisation anticipatifs et estimation du paramètre de dérive d'une diffusion Asymptotic properties of autoregressive regime-switching models How the initialization affects the stability of the қ-means algorithm Asymptotic normality of randomly truncated stochastic algorithms Risk bounds for new M-estimation problems Estimation in autoregressive model with measurement error Weighted least-squares inference for multivariate copulas based on dependence coefficients Random thresholds for linear model selection Estimation of the hazard function in a semiparametric model with covariate measurement error Fixed- α and fixed- β efficiencies Consistency of the maximum likelihood estimate for non-homogeneous Markov-switching models Random coefficients bifurcating autoregressive processes Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient Hidden Markov model for parameter estimation of a random walk in a Markov environment Particle filter-based approximate maximum likelihood inference asymptotics in state-space models The likelihood ratio test for general mixture models with or without structural parameter Tail index estimation based on survey data Partially linear estimation using sufficient dimension reduction On the excursion area of perturbed Gaussian fields Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments One-step estimation for the fractional Gaussian noise at high-frequency On the curved exponential family in the Stochastic Approximation Expectation Maximization Algorithm Asymptotic Analysis of a Matrix Latent Decomposition Model A New Formulation of Generalized Gamma: Some Results and Applications Estimation for misspecified ergodic diffusion processes from discrete observations Diffusions with measurement errors. II. Optimal estimators Diffusions with measurement errors. I. Local Asymptotic Normality Goal-oriented error estimation for parameter-dependent nonlinear problems LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process Two consistent estimators for the skew Brownian motion On the Bickel-Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes Maximum likelihood estimation in hidden Markov models with inhomogeneous noise
is narrower concept of	Parametric inference

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