Maximum likelihood estimation of amplitude-modulated time series

DOI10.1016/S0165-1684(98)00227-8zbMath0941.94003MaRDI QIDQ1960711

Bernard Garel, Mounir Ghogho

Publication date: 12 January 2000

Published in: Signal Processing (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationmultiplicative noiseCramér-Rao boundabrupt changeamplitude modulated time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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