In this paper we investigate the asymptotics of the statistical estimates of the optimal value and the optimal solution in stochastic programming problems, which has long range dependent samples. The asymptotic distribution and the convergence rate of these estimates are studied. Copyright...

While optimal rates of convergence in L <Subscript>2</Subscript> for spectral regularization estimators in statistical inverse problems have been much studied, the pointwise asymptotics for these estimators have received very little consideration. Here, we briefly discuss asymptotic expressions for bias and variance...</subscript>

In their recent paper, Wang and Leblanc (Ann Inst Stat Math 60:883–900, <CitationRef CitationID="CR17">2008</CitationRef>) have shown that the second-order least squares estimator (SLSE) is more efficient than the ordinary least squares estimator (OLSE) when the errors are independent and identically distributed with non zero third...</citationref>