Nonparametric asymptotically efficient estimation of a signal in the nonlinear case

DOI10.1007/BF00120482zbMATH Open0537.62080OpenAlexW1980625074MaRDI QIDQ792728FDOQ792728

Authors: Huaijin Gu 

Publication date: 1983

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00120482

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zbMATH Keywords

consistencyasymptotic efficiencycommunicationlikelihood equationwhite Gaussian noiseasymptotic minimaxityphase locked loopasymptotic sufficiencyconstructive proceduresphase-modulated signalCramér-Rao bound

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Estimation and detection in stochastic control theory (93E10)

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Cited In (20)

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• The stability of nonlinear least squares problems and the Cramér-Rao bound
• Asymptotically efficient recursive estimation of a nonparametric signal
• Nonparametric signal estimation when there is incomplete information on the noise distribution
• Signal-phase estimation in a nonparametric situation
• Consistent estimation of continuous-time signals from nonlinear transformations of noisy samples
• Nonparametric estimation of signal amplitude in white Gaussian noise
• A procedure for efficient estimation of multiple parameters in some nonlinear cases
• Title not available (Why is that?)
• Title not available (Why is that?)
• Non-parametric efficiency estimation using Richardson-Lucy blind deconvolution
• Estimating a signal with noisy nuisance parameters
• On Necessary Conditions for Efficient Estimation of Functionals of a Nonparametric Signal in White Noise
• Title not available (Why is that?)
• On asymptotically efficient statistical inference on a signal parameter
• Title not available (Why is that?)
• Asymptotically efficient estimation of a signal in unknown additive noise
• Uniform asymptotically efficient estimation of a constant signal in additive noise of unknown structure
• Maximum likelihood estimation of a nonparametric signal in white noise by optimal control
• Nonparametric Estimation of the Singularities of a Signal from Noisy Measurements

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