Exact computation of the asymptotic efficiency of maximum likelihood estimators of a discontinuous signal in a Gaussian white noise
type: Item
instance of: scholarly article
title: Exact computation of the asymptotic efficiency of maximum likelihood estimators of a discontinuous signal in a Gaussian white noise
zbMATH Open document ID: 0838.62020
author: Kai-Sheng Song
author: Herman Rubin
published in: The Annals of Statistics
publication date: 1996-02-08T00:00:00Z
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 842988
zbMATH Keywords: Brownian motion
zbMATH Keywords: change-point
zbMATH Keywords: asymptotic efficiency
zbMATH Keywords: maximum likelihood estimators
zbMATH Keywords: discontinuous signal
zbMATH Keywords: Gaussian white noise
zbMATH Keywords: exact variance
zbMATH Keywords: Pitman estimator
zbMATH Keywords: Riemann zeta function
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176324618
OpenAlex ID: W2040266565
DOI: 10.1214/AOS/1176324618
description: scientific article; zbMATH DE number 842988