Asymptotic equivalence of estimating a poisson intensity and a positive diffusion drift

Annals of Statistics

Volumn 30, Issue 3, 2002, Pages 731-753

  Genon Catalot, Valentine ^a   Laredo, Catherine ^b   Nussbaum, Michael ^c  

^a UFR des Sciences et Technologie   (France)

^b CEMAGREF   (France)

^c Department of Obstetrics Gynecology   (United States)

Author keywords

Asymptotic minimax constant; Deficiency distance; Diffusion process; Discretization; Inverse Gaussian regression; Nonparametric experiments; Poisson intensity; Signal in white noise

Indexed keywords

EID: 0036054269     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1028674840     Document Type: Article

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