13 citations · 27 across the 9 of their papers we have counts for
Showing 2013Show all
2 papers · 1 filter
math.ST2013
On Asymptotic Properties of Bayes Type Estimators with General Loss Functions
Teppei Ogihara
We study asymptotic behaviors of Bayes type estimators and give sufficient conditions to obtain asymptotic limit distribution of estimation error. We assume polynomial type large d…
math.ST2013★ 9 cited
Local asymptotic mixed normality property for nonsynchronously observed diffusion processes
Teppei Ogihara
We prove the local asymptotic mixed normality (LAMN) property for a family of probability measures defined by parametrized diffusion processes with nonsynchronous observations. We…