A maximal inequality for continuous martingales and M-estimation in a Gaussian white noise model

Annals of Statistics

Volumn 27, Issue 2, 1999, Pages 675-696

  Nishiyama, Yoichi ^a  

^a INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

Martingale; Maximum likelihood; Rate of convergence; Regression; Sieve

Indexed keywords

EID: 0033472042     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1018031212     Document Type: Article

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