Comparison of location models for stochastic processes

Author:

Luschgy Harald

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference24 articles.

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2. Beran, R., Millar, P.W.: Confidence sets for a multivariate distribution. Ann. Statist.14, 431–443 (1986)

3. Borell, C.: Convex measures on locally convex spaces. Ark. Mat.12, 239–252 (1974)

4. Chatterji, S.D., Mandrekar, V.: Equivalence and singularity of Gaussian measures and applications. In: Bharucha-Reid, A.T. (ed). Probabilistic analysis and related topics, vol. 1, pp. 169–197. New York: Academic Press 1978

5. Dudley, R.M.: Central limit theorems for empirical measures. Ann. Probab6, 899–929 (1978)

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1. Minimaxity and Equivariance in Infinite Dimension;Theory of Probability & Its Applications;1999-01

2. On Comparison of Some Statistical Models of “Signal + Noise” Type;Theory of Probability & Its Applications;1994-09

3. Asymptotic inference for semimartingale models with singular parameter points;Journal of Statistical Planning and Inference;1994-04

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