G. Fenstad

collaborators

2 papers

math.ST2026

On the last time and the number of times an estimator is more than epsilon from its target value

Nils Lid Hjort, Grete Fenstad

Suppose $θ_{n}$ is a strongly consistent estimator for $θ_{0}$ in some i.i.d. situation. Let $N_{ε}$ and $Q_{ε}$ be respectively the last $n$ and the total numb…

math.ST2026

Second order asymptotics for the number of times an estimator is more than epsilon from its target value

Nils Lid Hjort, Grete Fenstad

Suppose ${θ_{n} : n \geq 1}$ is a strongly consistent sequence of estimators for a parameter $θ$ , where $θ_{n}$ is based on the first $n$ observations. Consider $Q_\…