Estimating discontinuous periodic signals in a time inhomogeneous diffusion (Q2431003)
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scientific article; zbMATH DE number 5876864
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| English | Estimating discontinuous periodic signals in a time inhomogeneous diffusion |
scientific article; zbMATH DE number 5876864 |
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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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0.8839683532714844
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0.8440775275230408
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0.8060783743858337
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0.7666022777557373
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