Asymptotically efficient estimation of functionals in a Gaussian white noise
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Publication:1363254
zbMATH Open0876.62073MaRDI QIDQ1363254
I. A. Ibragimov, Priscilla Greenwood
Publication date: 1 December 1997
Published in: Doklady Mathematics (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)
Related Items (4)
Asymptotic equivalence of density estimation and Gaussian white noise ⋮ The Estimation of Laplace Random Vectors in Additive White Gaussian Noise ⋮ Asymptotic Relative Efficiency and Exact Variance Stabilizing Transformation for the Generalized Gaussian Distribution ⋮ Asymptotically efficient estimation of analytic functions in Gaussian noise
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