On a~problem of estimation of an infinite-dimensional parameter
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 22, Tome 441 (2015), pp. 187-203
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Let $X$ be a random variable taking the positive integer values and let $\mathbf P\{X=k\}=\theta(k)$. We consider the problem of estimation of the parameter $\theta=(\theta(1),\theta(2),\dots)$ on the base of the sample $X_1,X_2,\dots,X_n$ where the observations $X_j$ are independent copies of $X$.
@article{ZNSL_2015_441_a11,
author = {V. A. Ershov and I. A. Ibragimov},
title = {On a~problem of estimation of an infinite-dimensional parameter},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {187--203},
publisher = {mathdoc},
volume = {441},
year = {2015},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2015_441_a11/}
}
V. A. Ershov; I. A. Ibragimov. On a~problem of estimation of an infinite-dimensional parameter. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 22, Tome 441 (2015), pp. 187-203. http://geodesic.mathdoc.fr/item/ZNSL_2015_441_a11/