Minimax Properties of the Maximum Likelihood Estimate for a Drifting Parameter
A. P. Korostelev · Theory of Probability and Its Applications · 1986
Previous article Next article Minimax Properties of the Maximum Likelihood Estimate for a Drifting ParameterA. P. KorostelevA. P. Korostelevhttps://doi.org/10.1137/1130093PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] I. A. Ibragimov and , R. Z. Has'minskii, Statistical estimation, Applications of Mathematics, Vol. 16, Springer-Verlag, New York, 1981vii+403, Asymptotic Theory 82g:62006 0467.62026 CrossrefGoogle Scholar[2] Jaroslav Hajek, Local asymptotic minimax and admissibility in estimation, Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971), Vol. I: Theory of statistics, Univ. California Press, Berkeley, Calif., 1972, 175–194 53:4344 0281.62010 Google Scholar[3] I. A. Ibragimov and , R. Z. Khas'minskii, On information inequalities and superefficient estimates, Problems of Information Transfer, 9 (1973), 53–67, (In Russian.) 0327.62023 Google Scholar[4] G. E. Uhlenbeck and , L. S. Ornstein, On the theory of Brownian motion, Phys. Rev., 36 (1930), 823–841 10.1103/PhysRev.36.823 56.1277.03 CrossrefGoogle Scholar[5] M. B. Nevel'son and , R. Z. Khas'minskii, Stochastic Approximation and Recursive Estimation, American Mathematical Society, Providence, RI, 1976 CrossrefGoogle Scholar[6] I. A. Ibragimov and , R. Z. Khas'minskii, The approximation of statistical estimators by sums of independent variables, Dokl. Akad. Nauk SSSR, 210 (1973), 1273–1276, (In Russian.) 49:10020 0303.62027 Google Scholar[7] R. I. Jenrich, Fitting nonlinear models to data, Annual Reviews of Biophysics and Bioengineering, 8 (1979), 3–51 CrossrefGoogle Scholar[8] I. I. Gikhman and , A. V. Skorokhod, Introduction to the Theory of Random Processes, Nauka, Moscow, 1977, rev., (In Russian.) 0429.60002 Google Scholar[9] R. Sh. Liptser and , A. N. Shirayev, Statistics of Random Processes, Springer, New York, 1977–78 CrossrefGoogle Scholar[10] A. Ya. Dorogovtsev, Consistent estimate of a discrete signal from observation with random errorsTheory of Probability and Mathematical Statistics, Vol. 11, Vishcha Shkola, Kiev, 1974, 26–34, (In Russian.) Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Mechanism for wrapping fiber around the Y forkComposite Structures, Vol. 275 Cross Ref Volume 30, Issue 4| 1986Theory of Probability & Its Applications History Submitted:01 October 1984Published online:28 July 2006 InformationCopyright © 1986 © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1130093Article page range:pp. 720-735ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics