Estimation of Constrained Parameters With Guaranteed MSE Improvement

DOI10.1109/TSP.2006.888094zbMath1391.62189OpenAlexW2145669027WikidataQ57673282 ScholiaQ57673282MaRDI QIDQ4564440

Alessio Benavoli, Alfonso Farina, Luigi Chisci

Publication date: 12 June 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2006.888094

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Censored data models (62N01) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (2)

A recursive maximum a posteriori estimator ⋮ Inference from Multinomial Data Based on a MLE-Dominance Criterion

This page was built for publication: Estimation of Constrained Parameters With Guaranteed MSE Improvement