Ibragimov, I. A.; Khas’minskij, R. Z. Statistical estimation. Asymptotic theory. Transl. from the Russian by Samuel Kotz. (English) Zbl 0467.62026 Applications of Mathematics, Vol. 16. New York - Heidelberg - Berlin: Springer-Verlag. VII, 403 p. (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 33 ReviewsCited in 70 Documents MSC: 62F12 Asymptotic properties of parametric estimators 62-02 Research exposition (monographs, survey articles) pertaining to statistics 62F10 Point estimation 62G05 Nonparametric estimation 62M05 Markov processes: estimation; hidden Markov models 62E20 Asymptotic distribution theory in statistics Keywords:explicit form optimal estimators; local asymptotic normality; classification of singularities; Gaussian white noise; stochastic integrals; bibliography PDF BibTeX XML OpenURL