Fisher's method of scoring in the problem of frequency estimation

DOI10.1007/BF01084791zbMath0549.62055MaRDI QIDQ800066

Yuri K. Golubev

Publication date: 1984

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

white Gaussian noisestandard Wiener processstochastic differentialFisher method of scoringfrequency of sinusoidal signal

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

Related Items (4)

On estimation errors in optical communication and location ⋮ On parameter estimation of the hidden Gaussian process in perturbed SDE ⋮ On parameter estimation of the hidden Ornstein-Uhlenbeck process ⋮ On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process

Cites Work

• Sojourns and extremes of Gaussian processes

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