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Xie, Xianchao; Kou, S. C.; Brown, Lawrence Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance. (English) Zbl 1347.60017 Ann. Stat. 44, No. 2, 564-597 (2016). MSC: 60F05 62F12 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Kou, S. C.; Olding, Benjamin P.; Lysy, Martin; Liu, Jun S. A multiresolution method for parameter estimation of diffusion processes. (English) Zbl 1258.62089 J. Am. Stat. Assoc. 107, No. 500, 1558-1574 (2012). MSC: 62M05 62F15 65C60 × Cite Format Result Cite Review PDF Full Text: DOI Link