Statistical Skorohod embedding problem: Optimality and asymptotic normality

Author:

Belomestny Denis,Schoenmakers John

Funder

National Research University Higher School of Economics

Deutsche Forschungsgemeinschaft

Government Council on Grants, Russian Federation

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference8 articles.

1. Normal variance-mean mixtures and z distributions;Barndorff-Nielsen;Internat. Statist. Rev.,1982

2. Regularization independent of the noise level: an analysis of quasi-optimality;Bauer;Inverse Problems,2008

3. Deconvolution Problems in Nonparametric Statistics. Vol. 193;Meister,2009

4. The Skorokhod embedding problem and its offspring;Obłój;Probab. Surv.,2004

5. Introduction to Nonparametric Estimation. Vol. 11;Tsybakov,2009

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