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Latest revision as of 23:44, 3 July 2024

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Estimating discontinuous periodic signals in a time inhomogeneous diffusion
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    Estimating discontinuous periodic signals in a time inhomogeneous diffusion (English)
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    8 April 2011
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    diffusions
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    inhomogeneity in time
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    discontinuous signal
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    periodicity
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    limit theorems
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    likelihood ratio processes
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    convergence of experiments
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    contiguity
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    maximum likelihood estimators
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    Bayes estimators
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    local asymptotic minimax bound
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