Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes.
Eni MustaMaurizio PratelliDario TrevisanPublished in: J. Multivar. Anal. (2017)
Keyphrases
- brownian motion
- stochastic processes
- stochastic process
- diffusion process
- differential equations
- optimal control
- poisson process
- heavy traffic
- vector valued
- probability distribution
- regression model
- reinforcement learning
- queue length
- asymptotically optimal
- queueing networks
- non stationary
- markov chain
- graphical models
- special case