Nonparametric asymptotically efficient estimation of a signal in the nonlinear case

DOI10.1007/BF00120482MaRDI QIDQ792728zbMATH OpenOpenAlexFDO

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

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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Cites work

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• A lower bound on the estimation error for certain diffusion processes
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Cited in

(20)

• Nonparametric Estimation of the Singularities of a Signal from Noisy Measurements
• The stability of nonlinear least squares problems and the Cramér-Rao bound
• Maximum likelihood estimation of a nonparametric signal in white noise by optimal control
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• scientific article; zbMATH DE number 4106761 (Why is no real title available?)
• On asymptotically efficient statistical inference on a signal parameter
• Nonparametric estimation of signal amplitude in white Gaussian noise
• Asymptotically efficient estimation of a signal in unknown additive noise
• Uniform asymptotically efficient estimation of a constant signal in additive noise of unknown structure
• scientific article; zbMATH DE number 3945183 (Why is no real title available?)
• Consistent estimation of continuous-time signals from nonlinear transformations of noisy samples
• scientific article; zbMATH DE number 3901821 (Why is no real title available?)
• Asymptotically efficient recursive estimation of a nonparametric signal
• Signal-phase estimation in a nonparametric situation
• Nonparametric signal estimation when there is incomplete information on the noise distribution
• Estimating a signal with noisy nuisance parameters
• Non-parametric efficiency estimation using Richardson-Lucy blind deconvolution
• A procedure for efficient estimation of multiple parameters in some nonlinear cases
• On Necessary Conditions for Efficient Estimation of Functionals of a Nonparametric Signal in White Noise
• scientific article; zbMATH DE number 4155676 (Why is no real title available?)

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