


























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 $H^1_0\subset W^{α,2}\subset L^2$. 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).
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。