On parameter estimation for cusp-type signals

DOI10.1007/S10463-016-0581-XzbMath1387.62096arXiv1509.02880OpenAlexW4299009794MaRDI QIDQ1695754

Oleg V. Chernoyarov, Yury A. Kutoyants, Sergueï Dachian

Publication date: 8 February 2018

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.02880

zbMATH Keywords

parameter estimationmisspecificationsmall noisecusp-type singularity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Related Items (10)

Estimation of the position and time of emission of a source ⋮ On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion ⋮ Estimation of cusp location of stochastic processes: a survey ⋮ On estimation errors in optical communication and location ⋮ Poisson source localization on the plane: change-point case ⋮ The asymptotics of misspecified MLEs for some stochastic processes: a survey ⋮ Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion ⋮ On misspecifications in regularity and properties of estimators ⋮ Poisson source localization on the plane: cusp case ⋮ Parametric estimation for cusp-type signal driven by fractional Brownian motion

Cites Work

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• Estimation of cusp location by Poisson observations
• Smooth change point estimation in regression models with random design
• Asymmetric cusp estimation in regression models
• On Moments of Pitman Estimators: The Case of Fractional Brownian Motion
• Estimation of the Location of the Cusp of a Continuous Density

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