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  • Search: subject:"Efficient estimators"
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AMS 1991 subject classification: 93E20 1 Adaptive estimators 1 Aggregation 1 Aggregation property 1 Asymptotically efficient estimators 1 Efficient estimators 1 Estimation theory 1 Higher moments 1 Minimum Hellinger distance estimators 1 Numerical approximations 1 Risikoprämie 1 Risk premia 1 Risk premium 1 Robust estimators 1 Schätztheorie 1 Semiparametric models 1 Stochastic differential equations 1 Time aggregation 1 Time series analysis 1 Unbiased and efficient estimators 1 Zeitreihenanalyse 1 asymptotic bias 1 asymptotic expansions 1 asymptotic normality 1 asymptotically efficient estimators 1 efficient estimators 1 indirect observation 1 nonparametric estimation 1 stochastic approximation 1
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Article 5
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Article in journal 1 Aufsatz in Zeitschrift 1
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Undetermined 4 English 1
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Alexander, Carol 1 Castell, Fabienne 1 Gaines, Jessica 1 Karunamuni, Rohana J. 1 Lababidi, Samir 1 Pergamenshchikov, S. 1 Rauch, Johannes 1 Wu, Jingjing 1
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Statistical Inference for Stochastic Processes 2 European journal of operational research : EJOR 1 Journal of Multivariate Analysis 1 Mathematics and Computers in Simulation (MATCOM) 1
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RePEc 4 ECONIS (ZBW) 1
Showing 1 - 5 of 5
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A general property for time aggregation
Alexander, Carol; Rauch, Johannes - In: European journal of operational research : EJOR 291 (2021) 2, pp. 536-548
Persistent link: https://www.econbiz.de/10012495339
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Efficient Hellinger distance estimates for semiparametric models
Wu, Jingjing; Karunamuni, Rohana J. - In: Journal of Multivariate Analysis 107 (2012) C, pp. 1-23
Minimum distance techniques have become increasingly important tools for solving statistical estimation and inference problems. In particular, the successful application of the Hellinger distance approach to fully parametric models is well known. The corresponding optimal estimators, known as...
Persistent link: https://www.econbiz.de/10010572281
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A Nonparametric Estimation Problem From Indirect Observations
Lababidi, Samir - In: Statistical Inference for Stochastic Processes 6 (2003) 1, pp. 15-24
Persistent link: https://www.econbiz.de/10005184597
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Asymptotic Expansions for the Stochastic Approximation Averaging Procedure in Continuous Time
Pergamenshchikov, S. - In: Statistical Inference for Stochastic Processes 1 (1998) 2, pp. 197-223
Persistent link: https://www.econbiz.de/10005184596
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An efficient approximation method for stochastic differential equations by means of the exponential Lie series
Castell, Fabienne; Gaines, Jessica - In: Mathematics and Computers in Simulation (MATCOM) 38 (1995) 1, pp. 13-19
We describe a method of approximation of strong solutions to Stratonovich differential equations, that depends only on the Brownian motion defining the equation. h being the step size, it is known that the order of convergence of such approximations is h in the general case, and of h in some...
Persistent link: https://www.econbiz.de/10010870137
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