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Found 9 Documents (Results 1–9)

An inequality for the local asymptotic normality. (English) Zbl 0948.60010

Kabanov, Yu. M. (ed.) et al., Statistics and control of stochastic processes. The Liptser Festschrift. Papers from the Steklov seminar held in Moscow, Russia, 1995-1996. Singapore: World Scientific. 323-342 (1997).
Reviewer: M.Quine (Sydney)
MSC:  60F05 62E20
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A note on large deviation probabilities for the maximum likelihood estimator in filtered experiments. (English) Zbl 0881.62084

Shiryaev, A. N. (ed.) et al., Frontiers in pure and applied probability II. Proceedings of the fourth Russian-Finnish symposium on probability theory and mathematical statistics. Moscow (Russia), October 3-8, 1993. Moskva: TVP. Front. Pure Appl. Probab. 8, 207-216 (1996).
MSC:  62L12 60F10 62F05
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