On parameter estimation for cusp-type signals
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Publication:1695754
DOI10.1007/S10463-016-0581-XzbMATH Open1387.62096arXiv1509.02880OpenAlexW4299009794MaRDI QIDQ1695754FDOQ1695754
Authors: Oleg V. Chernoyarov, S. Dachian, Yu. A. Kutoyants 
Publication date: 8 February 2018
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Abstract: We consider the problem of parameter estimation by the observations of deterministic signal in white gaussian noise. It is supposed that the signal has a singularity of cusp-type. The properties of the maximum likelihood and bayesian estimators are described in the asymptotics of small noise. Special attention is paid to the problem of parameter estimation in the situation of misspecification in regularity, i.e.; the statistician supposes that the observed signal has this singularity, but the real signal is smooth. The rate and the asymptotic distribution of the maximum likelihood estimator in this situation are described.
Full work available at URL: https://arxiv.org/abs/1509.02880
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Cited In (14)
- Estimation of cusp location of stochastic processes: a survey
- Poisson source localization on the plane: cusp case
- Poisson source localization on the plane: change-point case
- On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
- Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion
- Estimation of the position and time of emission of a source
- Parametric estimation for cusp-type signal driven by fractional Brownian motion
- The asymptotics of misspecified MLEs for some stochastic processes: a survey
- On estimation errors in optical communication and location
- On cusp location estimation for perturbed dynamical systems
- On some singularities in parameter estimation problems
- On misspecifications in regularity and properties of estimators
- Cusp estimation in random design regression models
- On Cadzow's non-iterative extrapolation of BL signals
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