Study of the properties of the second-order estimates of the signal parameter in white Gaussian noise. Estimate of maximum a posteriori density

zbMath0477.62071MaRDI QIDQ1161023

Marat V. Burnashev

Publication date: 1981

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

diffusion processlarge deviation probabilitiesasymptotic expansion of maximum a posteriori density estimateGaussian inferenceMAD estimate

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference (62F99) Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10) Inference from stochastic processes (62M99)

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Non asymptotic expansions of the MME in the case of Poisson observations

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