Denis BOSQ - Abstract
Denis BOSQ - Abstract![](/fr/seminaires-conferences/archives/workshop/workshop-s-a-p-s-v-6-8-janvier-2005-1/workshop-s-a-p-s-v-6-8-janvier-2005/denis-bosq-abstract/_attachment/image-header.jpg)
ON STATISTICAL PREDICTION
Denis BOSQ
Université Pierre et Marie Curie
Paris, France
ABSTRACT
We study some aspects of statistical prediction theory: prediction models, $p$-sufficiency, optimality, efficiency, rates of convergence. Some applications to Poisson and Ornstein-Uhlenbeck processes are given.