On frequency estimation for a periodic ergodic diffusion process
From MaRDI portal
Publication:375951
DOI10.1134/S0032946012020032zbMath1283.94017arXiv1108.5314OpenAlexW2072907159MaRDI QIDQ375951
Yury A. Kutoyants, Reinhard Hoepfner
Publication date: 1 November 2013
Published in: Problems of Information Transmission (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1108.5314
Markov processes: estimation; hidden Markov models (62M05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Diffusion processes (60J60)
Related Items (4)
On estimation errors in optical communication and location ⋮ Estimation and testing in generalized mean-reverting processes with change-point ⋮ On parameter estimation of the hidden Ornstein-Uhlenbeck process ⋮ Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables
Cites Work
- Statistical inference for spatial Poisson processes
- Statistical inference for ergodic diffusion processes.
- Exact computation of the asymptotic efficiency of maximum likelihood estimators of a discontinuous signal in a Gaussian white noise
- Estimating discontinuous periodic signals in a time inhomogeneous diffusion
- Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion
- On a set of data for the membrane potential in a neuron
- On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion
- On minimal α-mean error parameter transmission over a Poisson channel
This page was built for publication: On frequency estimation for a periodic ergodic diffusion process
