Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Functional Cramer-Rao bounds and Stein estimators in Sobolev spaces, for
  Brownian motion and Cox processes   We investigate the problems of drift estimation for a shifted Brownian motion
and intensity estimation for a Cox process on a finite interval $[0,T]$, when
the risk is given by the energy functional associated to some fractional
Sobolev space $H^1_0\subset W^{\alpha,2}\subset L^2$. In both situations,
Cramer-Rao lower bounds are obtained, entailing in particular that no unbiased
estimators with finite risk in $H^1_0$ exist. By Malliavin calculus techniques,
we also study super-efficient Stein type estimators (in the Gaussian case).

7
The categories of this paper are: hep-th
15
The categories of this paper are: nucl-ex
9
The categories of this paper are: nlin
31
The categories of this paper are: ao-sci
27
The categories of this paper are: comp-gas
35
The categories of this paper are: mtrl-th
19
The categories of this paper are: eess
33
The categories of this paper are: plasm-ph
17
The categories of this paper are: q-fin
4
The categories of this paper are: cond-mat
29
The categories of this paper are: funct-an
20
The categories of this paper are: acc-phys
32
The categories of this paper are: atom-ph
23
The categories of this paper are: solv-int
21
The categories of this paper are: adap-org
36
The categories of this paper are: cmp-lg