Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations (Q2040939)
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| English | Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations |
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Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations (English)
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15 July 2021
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maximum likelihood estimation
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Bayesian estimation
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high frequency sampling
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low frequency sampling
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minimax efficiency
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asymptotic properties of estimators
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triangular Gaussian array
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Hellinger distance
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0.87834644
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0.8739229
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0.8620923
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0.86053926
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0.86044323
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0.8601794
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