On a Problem of Estimation of Infinite-Dimensional Parameter

详细

Let X be a random variable taking positive integer values and let P{X = k} = θ(k). We consider the problem of estimation of the parameter θ = (θ(1), θ(2), . . . ) on the base of a sample X₁,X₂, . . . , X_n, where the observations X_j are independent copies of X. Bibliography: 5 titles.