Exact computation of the asymptotic efficiency of maximum likelihood estimators of a discontinuous signal in a Gaussian white noise (Q1906182)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact computation of the asymptotic efficiency of maximum likelihood estimators of a discontinuous signal in a Gaussian white noise |
scientific article |
Statements
Exact computation of the asymptotic efficiency of maximum likelihood estimators of a discontinuous signal in a Gaussian white noise (English)
0 references
8 February 1996
0 references
Brownian motion
0 references
change-point
0 references
asymptotic efficiency
0 references
maximum likelihood estimators
0 references
discontinuous signal
0 references
Gaussian white noise
0 references
exact variance
0 references
Pitman estimator
0 references
Riemann zeta function
0 references
