Free Access
Issue |
ESAIM: PS
Volume 19, 2015
|
|
---|---|---|
Page(s) | 560 - 577 | |
DOI | https://doi.org/10.1051/ps/2015005 | |
Published online | 01 December 2015 |
- L.D. Brown and M.G. Low, Asymptotic equivalence of nonparametric regression and white noise. Ann. Statist. 24 (1996) 2384–2398. [CrossRef] [MathSciNet] [Google Scholar]
- L.D. Brown and Cun-Hui Zhang, Asymptotic nonequivalence of nonparametric experiments when the smoothness index is 1 / 2. Ann. Statist. 26 (1998) 279–287. [CrossRef] [MathSciNet] [Google Scholar]
- L.D. Brown, T. Tony Cai, M.G. Low and Cun-Hui Zhang, Asymptotic equivalence theory for nonparametric regression with random design. Dedicated to the memory of Lucien Le Cam. Ann. Statist. 30 (2002) 688–707. [CrossRef] [MathSciNet] [Google Scholar]
- L.D. Brown, A.V. Carter, M.G. Low and Cun-Hui Zhang, Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift. Ann. Statist. 32 (2004) 2074–2097. [CrossRef] [MathSciNet] [Google Scholar]
- B. Buchmann and G. Müller, Limit experiments of GARCH. Bernoulli 18 (2012) 64–99. [CrossRef] [MathSciNet] [Google Scholar]
- A.V. Carter, Deficiency distance between multinomial and multivariate normal experiments. Dedicated to the memory of Lucien Le Cam. Ann. Statist. 30 (2002) 708–730. [CrossRef] [MathSciNet] [Google Scholar]
- A.V. Carter, A continuous Gaussian approximation to a nonparametric regression in two dimensions. Bernoulli 12 (2006) 143–156. [MathSciNet] [Google Scholar]
- A.V. Carter, Asymptotic approximation of nonparametric regression experiments with unknown variances. Ann. Statist. 35 (2007) 1644–1673. [CrossRef] [MathSciNet] [Google Scholar]
- A.V. Carter, Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise. J. Probab. Stat. 19 (2009) 275308. [Google Scholar]
- R. Cont and P. Tankov, Financial modelling with jump processes. Chapman & Hall/CRC Financial Mathematics Series. Chapman & Hall/CRC, Boca Raton, FL (2004). [Google Scholar]
- A. Dalalyan and M. Reiß, Asymptotic statistical equivalence for scalar ergodic diffusions. Probab. Theory Relat. Fields 134 (2006) 248–282. [CrossRef] [Google Scholar]
- A. Dalalyan and M. Reiß, Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case. Probab. Theory Relat. Fields 137 (2007) 25–47. [CrossRef] [Google Scholar]
- S. Delattre and M. Hoffmann, Asymptotic equivalence for a null recurrent diffusion. Bernoulli 8 (2002) 139–174. [MathSciNet] [Google Scholar]
- C. Duval et al. Statistical inference across time scales. Electron. J. Stat. 5 (2011) 2004–2030. [CrossRef] [Google Scholar]
- S. Efromovich and A. Samarov, Asymptotic equivalence of nonparametric regression and white noise model has its limits. Stat. Probab. Lett. 28 (1996) 143–145. [CrossRef] [Google Scholar]
- P. Etoré, S. Louhichi and E. Mariucci, Asymptotic equivalence of jumps lévy processes and their discrete counterpart. Preprint arXiv:1305.6725 (2013). [Google Scholar]
- V. Genon-Catalot and C. Laredo, Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments. Ann. Stat. 42 (2014) 1145–1165. [CrossRef] [Google Scholar]
- V. Genon-Catalot, C. Laredo and M. Nussbaum, Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift. Ann. Stat. 30 (2002) 731–753. Dedicated to the memory of Lucien Le Cam. [CrossRef] [Google Scholar]
- G.K. Golubev, M. Nussbaum and H.H. Zhou, Asymptotic equivalence of spectral density estimation and Gaussian white noise. Ann. Stat. 38 (2010) 181–214. [CrossRef] [Google Scholar]
- I. Grama and M. Nussbaum, Asymptotic equivalence for nonparametric generalized linear models. Probab. Theory Related Fields 111 (1998) 167–214. [CrossRef] [MathSciNet] [Google Scholar]
- I. Grama and M. Nussbaum, Asymptotic equivalence for nonparametric regression. Math. Methods Stat. 11 (2002) 1–36. [Google Scholar]
- I.G. Grama and M.H. Neumann, Asymptotic equivalence of nonparametric autoregression and nonparametric regression. Ann. Stat. 34 1701–1732 (2006). [CrossRef] [Google Scholar]
- M. Jähnisch and M. Nussbaum, Asymptotic equivalence for a model of independent non identically distributed observations. Statist. Decisions 21 (2003) 197–218. [CrossRef] [MathSciNet] [Google Scholar]
- L. Le Cam, Théorie asymptotique de la décision statistique. Séminaire de Mathématiques Supérieures, no. 33 (Été, 1968). Les Presses de l’Université de Montréal, Montreal, Québec (1969). [Google Scholar]
- Lucien Le Cam, Asymptotic methods in statistical decision theory. Springer Ser. Stat. Springer-Verlag, New York (1986). [Google Scholar]
- L. Le Cam and G. Lo Yang, Asymptotics in statistics. Some basic concepts. Springer Ser. Stat. Springer-Verlag, New York, 2nd edn. (2000). [Google Scholar]
- E. Mariucci, Asymptotic equivalence of discretely observed diffusion processes and their euler scheme: small variance case. To appear in Stat. Inference Stoch. Process (2015). DOI:10.1007/s11203-015-9117-x. [Google Scholar]
- A. Meister, Asymptotic equivalence of functional linear regression and a white noise inverse problem. Ann. Stat. 39 (2011) 1471–1495. [CrossRef] [Google Scholar]
- A. Meister and M. Reiß, Asymptotic equivalence for nonparametric regression with non-regular errors. Probab. Theory Related Fields 155 (2013) 201–229. [CrossRef] [MathSciNet] [Google Scholar]
- G. Milstein and M. Nussbaum, Diffusion approximation for nonparametric autoregression. Probab. Theory Related Fields 112 (1998) 535–543. [CrossRef] [MathSciNet] [Google Scholar]
- M. Nussbaum, Asymptotic equivalence of density estimation and Gaussian white noise. Ann. Stat. 24 (1996) 2399–2430. [CrossRef] [MathSciNet] [Google Scholar]
- M. Reiß, Asymptotic equivalence for nonparametric regression with multivariate and random design. Ann. Stat. 36 (2008) 1957–1982. [CrossRef] [Google Scholar]
- M. Reiß, Asymptotic equivalence for inference on the volatility from noisy observations. Ann. Stat. 39 (2011) 772–802. [CrossRef] [Google Scholar]
- A. Rohde, On the asymptotic equivalence and rate of convergence of nonparametric regression and Gaussian white noise. Statist. Decisions 2 (2004) 235–243. [CrossRef] [Google Scholar]
- H. Strasser, Mathematical theory of statistics. Statistical experiments and asymptotic decision theory. Vol. 7 of de Gruyter Stud. Math. Walter de Gruyter & Co., Berlin (1985). [Google Scholar]
- A.B. Tsybakov, Introduction to nonparametric estimation. Springer Ser. Stat. Springer, New York (2009). Revised and extended from the 2004 French original, Translated by Vladimir Zaiats. [Google Scholar]
- Y. Wang, Asymptotic nonequivalence of Garch models and diffusions. Ann. Stat. 30 (2002) 754–783. Dedicated to the memory of Lucien Le Cam. [CrossRef] [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.