192 citations · 1.1k across the 46 of their papers we have counts for
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math.ST2006★ 28 cited
Penalized maximum likelihood and semiparametric second-order efficiency
A. S. Dalalyan, G. K. Golubev, A. B. Tsybakov
We consider the problem of estimation of a shift parameter of an unknown symmetric function in Gaussian white noise. We introduce a notion of semiparametric second-order efficiency…
math.ST2006★ 38 cited
Sharp adaptive estimation of the drift function for ergodic diffusions
Arnak Dalalyan
The global estimation problem of the drift function is considered for a large class of ergodic diffusion processes. The unknown drift is supposed to belong to a nonparam…