Bounds on the Bayes and minimax risk for signal parameter estimation

DOI10.1109/18.243453zbMath0818.62084OpenAlexW2121686562MaRDI QIDQ4307340

Richard C. Liu, Lawrence D. Brown

Publication date: 4 October 1994

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

Full work available at URL: https://semanticscholar.org/paper/661ae3f26a8b0ba3bae70fb5c8a1d4a6d3624f9f

zbMATH Keywords

Brownian motionlocation modelBayes riskcomputable lower bounds

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10) Inference from stochastic processes (62M99)

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Larry Brown's contributions to parametric inference, decision theory and foundations: a survey

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