Estimating discontinuous periodic signals in a time inhomogeneous diffusion (Q2431003): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 08:11, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimating discontinuous periodic signals in a time inhomogeneous diffusion |
scientific article |
Statements
Estimating discontinuous periodic signals in a time inhomogeneous diffusion (English)
0 references
8 April 2011
0 references
diffusions
0 references
inhomogeneity in time
0 references
discontinuous signal
0 references
periodicity
0 references
limit theorems
0 references
likelihood ratio processes
0 references
convergence of experiments
0 references
contiguity
0 references
maximum likelihood estimators
0 references
Bayes estimators
0 references
local asymptotic minimax bound
0 references