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We consider the statistical experiment given by a sample y(1), . . . , y(n) of a stationary Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence, in the sense of Le Cam’s...
We consider the statistical experiment given by a sample y(1), . . . , y(n) of a stationary Gaussian process with an unknown smooth spectral density f . Asymptotic equivalence, in the sense of Le Cam’...
We consider a nonparametric model En, generated by independent observations Xi, i = 1, ..., n, with densities p(x, θi), i = 1, ..., n, the parameters of which θi = f(i/n) ∈ Θ are driven by the values ...
We consider a diffusion model of small variance type with positive drift density varying in a nonparametric set. We investigate Gaussian and Poisson approximations to this model in the sense of asympt...
We establish that a non-Gaussian nonparametric regression model is asymptotically equivalent to a regression model with Gaussian noise. The approximation is in the sense of Le Cam's de®- ciency d...
Signal recovery in Gaussian white noise with variance tending to zero has served for some time as a representative model for nonparametric curve estimation, having all the essential traits in a pure f...
Signal recovery in Gaussian white noise with variance tending to zero has served for some time as a representative model for nonparametric curve estimation, having all the essential traits in a pure f...
In this paper, two stability results regarding exponential frames are compared.The theorems, (one proven herein, and the other in [3]), each give a constant such that if supn∈Z kenk&yen; < C, and (eih...
The basic model for high-frequency data in finance is considered, where an efficient price process is observed under microstructure noise. It is shown that this nonparametric model is in Le Cam's sens...

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