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Asymptotically optimal estimators for moments of change

We consider the problem of finding asymptotically optimal estimators for many moments of change in the case of incomplete information on distributions. We prove that if the maximum-likelihood estimator is asymptotically optimal, then, under certain conditions, it preserves this property after the re...

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Bibliographic Details
Date:	2006
Main Authors:	Shurenkov, H. V., Шуренков, Г. В.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 2006
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/3463
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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