On Sequential Estimation under the Conditions of Local Asymptotic Normality
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1125003
Reference11 articles.
1. On Sequential Estimation
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1. Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes;Sequential Analysis;2005-07
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3. The Prescribed Precision Estimators of the AutoregressionParameter Using the Generalized Least Square Method;Theory of Probability & Its Applications;1997-01
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5. Lower bounds of minimax risk in estimation problems without lan condition;Stochastics and Stochastic Reports;1992-02
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