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- W4292743757 abstract "We investigate the problems of drift estimation for a shifted Brownian motion and intensity estimation for a Cox process on a finite interval $[0,T]$, when the risk is given by the energy functional associated to some fractional Sobolev space $H^1_0subset W^{alpha,2}subset L^2$. In both situations, Cramer-Rao lower bounds are obtained, entailing in particular that no unbiased estimators with finite risk in $H^1_0$ exist. By Malliavin calculus techniques, we also study super-efficient Stein type estimators (in the Gaussian case)." @default.
- W4292743757 created "2022-08-23" @default.
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- W4292743757 date "2015-07-06" @default.
- W4292743757 modified "2023-10-16" @default.
- W4292743757 title "Functional Cramer-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes" @default.
- W4292743757 doi "https://doi.org/10.48550/arxiv.1507.01494" @default.
- W4292743757 hasPublicationYear "2015" @default.
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