Parameter estimation of a signal from linear indirect observations

zbMath0853.62065MaRDI QIDQ1919753

B. V. Lazareva, Rafail Z. Khasminskii

Publication date: 9 January 1997

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic efficiencylocal asymptotic normalityGaussian white noisemaximum likelihood estimatorFisher's informationlinear indirect observationsoptimal mean squared error

Mathematics Subject Classification ID

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

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