On asymptotically efficient statistical inference on a signal parameter

DOI10.1007/s10958-015-2300-1zbMath1337.62231arXiv1308.6443OpenAlexW2058563786MaRDI QIDQ906767

Mikhail Sergeevich Ermakov

Publication date: 29 January 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.6443

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Non-Markovian processes: estimation (62M09) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Large deviations (60F10) Information theory (general) (94A15) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

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• Asymptotic equivalence of spectral density estimation and Gaussian white noise
• Intermediate efficiency, theory and examples
• Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift
• Moderate deviations and hypothesis testing for signal detection problem
• The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities
• On Asymptotically Efficient Statistical Inference for Moderate Deviation Probabilities
• Asymptotic Efficiency of the Maximum Likelihood Estimator

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