Exact computation of the asymptotic efficiency of maximum likelihood estimators of a discontinuous signal in a Gaussian white noise (Q1906182)
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scientific article; zbMATH DE number 842988
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| English | Exact computation of the asymptotic efficiency of maximum likelihood estimators of a discontinuous signal in a Gaussian white noise |
scientific article; zbMATH DE number 842988 |
Statements
Exact computation of the asymptotic efficiency of maximum likelihood estimators of a discontinuous signal in a Gaussian white noise (English)
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8 February 1996
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Brownian motion
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change-point
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asymptotic efficiency
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maximum likelihood estimators
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discontinuous signal
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Gaussian white noise
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exact variance
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Pitman estimator
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Riemann zeta function
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0.7377551794052124
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0.7340205311775208
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0.7277599573135376
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0.725847065448761
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