Asymptotically robust detection and estimation for very heavy-tailed noise

DOI10.1109/18.79903zbMath0731.60041OpenAlexW2146972510MaRDI QIDQ3357203

John B. Thomas, Douglas J. Warren

Publication date: 1991

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.79903

zbMATH Keywords

asymptotic variancemaximum likelihoodperformance measureasymptotically robust detectionepsilon mixturelocally optimal detection

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (2)

Point process simulation of generalised hyperbolic Lévy processes ⋮ Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral

This page was built for publication: Asymptotically robust detection and estimation for very heavy-tailed noise