Asymptotically optimal estimators for moments of change

• Datum: 2006
• Hauptverfasser: Shurenkov, H. V., Шуренков, Г. В.
• Format: Artikel
• Sprache: Ukrainisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2006
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/3463
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...