Keywords: Non-Negative Definiteness, Autocovariance Function, Sample Autocovariance Function, Kolmogorov’s theorem
Keywords: Non-Negative Definiteness, Autocovariance Function, Sample Autocovariance Function, Kolmogorov’s theorem
Keywords: Likelihood ratio tests, Wilks’ Theorem, profile likelihood
Keywords: Score function, Fisher Information, Cramer-Rao Lower Bound, asymptotic properties of likelihood estimator
Keywords: Lehmann-Scheffe Theorem, Sufficient statistics, Minimal Sufficient statistics, Complete statistics, Lehmann Scheffe Theorem, Rao-Blackwell Theorem
Keywords: Neyman-Pearson Theorem, monotone likelihood ratio (MLR), LRT, Bayes factors, Frequentist VS Bayesian
Keywords: Posterior distribution, Bayesian decision problems, James-Stein estimator, Stein’s Lemma
Key words: convergence in distribution, Cauchy-Lorentz law, Domain of attraction, stable distribution, symmetric alpha-stable distribution ($\mathcal{S}\alpha \mathcal{S}$), Levy distribution
Keywords: Parameter space, sample space, risk function
For noncommercial propose only. Some figures may be subject to copyright.
Keywords: Stochastic Differential Equation, Verification theorem
Keywords: Portfolio selection, utility function, Inada condition, square-integrable, Ito-process.
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