-
1
-
-
0001463216
-
On large sample estimation for the mean of a stationary sequence
-
Adenstedt, R.K. (1974) On large sample estimation for the mean of a stationary sequence. Ann. Statist., 2, 1095-1107.
-
(1974)
Ann. Statist.
, vol.2
, pp. 1095-1107
-
-
Adenstedt, R.K.1
-
2
-
-
0002168687
-
Are Bayes rules consistent in information?
-
In T.M. Cover and B. Gopinath (eds), Berlin: Springer-Verlag.
-
Barren, A.R. (1987) Are Bayes rules consistent in information? In T.M. Cover and B. Gopinath (eds), Open Problems in Communication and Computation, pp. 85-91. Berlin: Springer-Verlag.
-
(1987)
Open Problems in Communication and Computation
, pp. 85-91
-
-
Barren, A.R.1
-
3
-
-
0010930827
-
Estimation, testing and prediction for self-similar and related processes
-
Beran, J. (1986) Estimation, testing and prediction for self-similar and related processes. Doctoral thesis, ETH, Zurich.
-
(1986)
Doctoral Thesis, ETH, Zurich.
-
-
Beran, J.1
-
5
-
-
34250136988
-
Approximation dans les espaces métriques et théorie de l'estimation
-
Birgé, L. (1983) Approximation dans les espaces métriques et théorie de l'estimation. Z. Wahrscheinlichkeitstheorie Venv. Geb., 65, 181-237.
-
(1983)
Z. Wahrscheinlichkeitstheorie Venv. Geb.
, vol.65
, pp. 181-237
-
-
Birgé, L.1
-
6
-
-
0000864703
-
On estimating a density using Hellinger distance and some other strange facts
-
Birgé, L. (1986) On estimating a density using Hellinger distance and some other strange facts. Probab. Theory Related Fields, 71, 271-291.
-
(1986)
Probab. Theory Related Fields
, vol.71
, pp. 271-291
-
-
Birgé, L.1
-
9
-
-
0001318609
-
Efficient parameter estimation for self-similar processes
-
Dahlhaus, R. (1989) Efficient parameter estimation for self-similar processes. Ann. Statist., 17, 1749-1766.
-
(1989)
Ann. Statist.
, vol.17
, pp. 1749-1766
-
-
Dahlhaus, R.1
-
11
-
-
0032660189
-
How to overcome the curse of long-memory errors
-
Efromovich, S. (1999) How to overcome the curse of long-memory errors. IEEE Trans. Inform. Tlteoiy, 45, 1735-1741.
-
(1999)
IEEE Trans. Inform. Tlteoiy
, vol.45
, pp. 1735-1741
-
-
Efromovich, S.1
-
12
-
-
0001263213
-
Non-central limit theorems for quadratic forms in random variables having long-range dependence
-
Fox, R. and Taqqu, M.S. (1985) Non-central limit theorems for quadratic forms in random variables having long-range dependence. Ann. Probab., 13, 428-446.
-
(1985)
Ann. Probab.
, vol.13
, pp. 428-446
-
-
Fox, R.1
Taqqu, M.S.2
-
13
-
-
0001898682
-
A central limit theorem for quadratic forms in strongly dependent linear variables and application to asymptotical normality of Whittle's estimate
-
Giraitis, L. and Surgailis, D. (1990) A central limit theorem for quadratic forms in strongly dependent linear variables and application to asymptotical normality of Whittle's estimate. Probab. Theory Related Fields, 86, 87-104.
-
(1990)
Probab. Theory Related Fields
, vol.86
, pp. 87-104
-
-
Giraitis, L.1
Surgailis, D.2
-
14
-
-
84986792205
-
An introduction to long-range time series models and fractional differencing
-
Granger, C.W.J. and Joyeux, R. (1980) An introduction to long-range time series models and fractional differencing. J. Time Ser. Anal, 1, 15-30.
-
(1980)
J. Time Ser. Anal
, vol.1
, pp. 15-30
-
-
Granger, C.W.J.1
Joyeux, R.2
-
16
-
-
0001485314
-
Nonparametric regression with long-range dependence
-
Hall, P. and Hart, J.D. (1990a) Nonparametric regression with long-range dependence. Stochastic Process. Appl, 36, 339-351.
-
(1990)
Stochastic Process. Appl
, vol.36
, pp. 339-351
-
-
Hall, P.1
Hart, J.D.2
-
17
-
-
0000048014
-
Convergence rates in density estimation for data from infinite-order moving average processes
-
Hall, P. and Hart, J.D. (1990b) Convergence rates in density estimation for data from infinite-order moving average processes. Probab. Theory Related Fields, 87, 253-274.
-
(1990)
Probab. Theory Related Fields
, vol.87
, pp. 253-274
-
-
Hall, P.1
Hart, J.D.2
-
18
-
-
77956890381
-
Fractional differencing
-
Hosking, J.R.M. (1981) Fractional differencing. Biometrika, 68, 165-176.
-
(1981)
Biometrika
, vol.68
, pp. 165-176
-
-
Hosking, J.R.M.1
-
19
-
-
0009314703
-
On the estimation of an infinite-dimensional parameter in Gaussian white noise
-
Ibragimov, I.A. and Hasminskii, R.Z. (1977) On the estimation of an infinite-dimensional parameter in Gaussian white noise. Soviet Math. Dokl, 18, 1307-1309.
-
(1977)
Soviet Math. Dokl
, vol.18
, pp. 1307-1309
-
-
Ibragimov, I.A.1
Hasminskii, R.Z.2
-
20
-
-
0001013273
-
Wavelet threshold estimators for data with correlated noise
-
Johnstone, I.M. and Silverman, B.W. (1997) Wavelet threshold estimators for data with correlated noise. J. Roy. Statist. Soc. Ser. B, 59, 319-351.
-
(1997)
J. Roy. Statist. Soc. Ser. B
, vol.59
, pp. 319-351
-
-
Johnstone, I.M.1
Silverman, B.W.2
-
21
-
-
0001904852
-
Uspekhi Mat
-
English translation (1961): S.N. Cernikov et al., Twelve Papers on Algebra and Real Functions, Amer. Math. Soc. Transi. (2), 17, pp. 277-364. Providence, RI: American Mathematical Society.
-
Kolmogorov, A.N. and Tihomirov, VM. (1959) oentropy and £-capacity of sets in functional spaces. Uspekhi Mat. Nauk, 14, 3-86. English translation (1961): S.N. Cernikov et al., Twelve Papers on Algebra and Real Functions, Amer. Math. Soc. Transi. (2), 17, pp. 277-364. Providence, RI: American Mathematical Society.
-
(1959)
Nauk
, vol.14
, pp. 3-86
-
-
Kolmogorov, A.N.1
Tihomirov, V.M.2
-
22
-
-
21144476148
-
Contrasts under long-range correlations
-
Künsch, H., Beran, J. and Hampel, F. (1993) Contrasts under long-range correlations. Ann. Statist., 21, 943-964.
-
(1993)
Ann. Statist.
, vol.21
, pp. 943-964
-
-
Künsch, H.1
Beran, J.2
Hampel, F.3
-
23
-
-
0010897618
-
On local and global properties in the theory of asymptotic normality of experiments
-
In M. Puri (ed.), New York: Academic Press.
-
Le Cam, L.M. (1975) On local and global properties in the theory of asymptotic normality of experiments. In M. Puri (ed.), Stochastic Processes and Related Topics, Vol. 1, pp. 13-54. New York: Academic Press.
-
(1975)
Stochastic Processes and Related Topics
, vol.1
, pp. 13-54
-
-
Le Cam, L.M.1
-
26
-
-
0000501589
-
Fractional Brownian motions, fractional noises and applications
-
Mandelbrot, B.B. and Van Ness, J.W. (1968) Fractional Brownian motions, fractional noises and applications. SIAM Rev., 10, 422-437.
-
(1968)
SIAM Rev.
, vol.10
, pp. 422-437
-
-
Mandelbrot, B.B.1
Van Ness, J.W.2
-
27
-
-
21344446855
-
Gaussian semiparametric estimation of Iong-range dependence
-
Robinson, P.M. (1995) Gaussian semiparametric estimation of Iong-range dependence. Ann. Statist., 23, 1630-1661.
-
(1995)
Ann. Statist.
, vol.23
, pp. 1630-1661
-
-
Robinson, P.M.1
-
28
-
-
0031524928
-
Large-sample inference for nonparametric regression with dependent errors
-
Robinson, P.M. (1997) Large-sample inference for nonparametric regression with dependent errors. Ann. Statist., 25, 2054-2083.
-
(1997)
Ann. Statist.
, vol.25
, pp. 2054-2083
-
-
Robinson, P.M.1
-
29
-
-
84981441524
-
On the efficiency of the sample mean in long-memory noise
-
Samarov, A. and Taqqu, M.S. (1988) On the efficiency of the sample mean in long-memory noise. J. Time Ser. Anal, 9, 191-200.
-
(1988)
J. Time Ser. Anal
, vol.9
, pp. 191-200
-
-
Samarov, A.1
Taqqu, M.S.2
-
30
-
-
0009382997
-
Interpolation properties of e-entropy and diameters. Geometric characteristics of embedding for function spaces of Sobolev-Besov type
-
English translation (1977): Math. USSR Sb., 27, 23-37.
-
Triebel, H. (1975) Interpolation properties of e-entropy and diameters. Geometric characteristics of embedding for function spaces of Sobolev-Besov type. Mat. Sb., 98, 27-41. English translation (1977): Math. USSR Sb., 27, 23-37.
-
(1975)
Mat. Sb.
, vol.98
, pp. 27-41
-
-
Triebel, H.1
-
31
-
-
0030492140
-
Function estimation via wavelet shrinkage for long-memory data
-
Wang, Y. (1996) Function estimation via wavelet shrinkage for long-memory data. Ann. Statist., 24, 466-484.
-
(1996)
Ann. Statist.
, vol.24
, pp. 466-484
-
-
Wang, Y.1
-
32
-
-
0033233737
-
Information-theoretic determination of minimax rates of convergence
-
Yang, Y. and Barron, A.R. (1999) Information-theoretic determination of minimax rates of convergence. Ann. Statist., 27, 1564-1599.
-
(1999)
Ann. Statist.
, vol.27
, pp. 1564-1599
-
-
Yang, Y.1
Barron, A.R.2
-
33
-
-
0002411948
-
Asymptotic properties of LSE in a regression model with long-memory stationary errors
-
Yajima, Y. (1991) Asymptotic properties of LSE in a regression model with long-memory stationary errors. Ann. Statist., 19, 158-177.
-
(1991)
Ann. Statist.
, vol.19
, pp. 158-177
-
-
Yajima, Y.1
-
34
-
-
0001748155
-
A lower bound on the error in nonparametric regression type problems
-
Yatracos, Y.G. (1988) A lower bound on the error in nonparametric regression type problems. Ann. Statist., 16, 1180-1187.
-
(1988)
Ann. Statist.
, vol.16
, pp. 1180-1187
-
-
Yatracos, Y.G.1
-
35
-
-
17644388356
-
Assouad, Fano, and Le Cam
-
In D. Pollard, E. Torgersen and G.L. Yang (eds), New York: SpringerVerlag.
-
Yu, B. (1997) Assouad, Fano, and Le Cam. In D. Pollard, E. Torgersen and G.L. Yang (eds), Research Papers in Probability and Statistics: Festschrift in Honor of Lucien Le Cam. New York: SpringerVerlag.
-
(1997)
Research Papers in Probability and Statistics: Festschrift in Honor of Lucien Le Cam.
-
-
Yu, B.1
|