Fisher's method of scoring in the problem of frequency estimation

DOI10.1007/BF01084791MaRDI QIDQ800066zbMATH OpenFDO

Authors Yu. Golubev

Publication date 1984

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01084791

zbMATH Keywords

Fisher method of scoringfrequency of sinusoidal signalstandard Wiener processstochastic differentialwhite Gaussian noise

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)

Review text

Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 108, 22-44 (Russian) (1981; Zbl 0485.62095).

Cites work

• Sojourns and extremes of Gaussian processes

Cited in

(4)

• On parameter estimation of the hidden Ornstein-Uhlenbeck process
• On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process
• On parameter estimation of the hidden Gaussian process in perturbed SDE
• On estimation errors in optical communication and location

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