相关论文: Asymptotically efficient estimators for self-simil…

We consider nonparametric estimation of the distribution function $F$ of squared sphere radii in the classical Wicksell problem. Under smoothness conditions on $F$ in a neighborhood of $x$, in \cite{21} it is shown that the Isotonic Inverse…

The goal of this paper is to propose a new approach to asymptotic analysis of the finite predictor for stationary sequences. It produces the exact asymptotics of the relative prediction error and the partial correlation coefficients. The…

We consider a finite impulse response system with centered independent sub-Gaussian design covariates and noise components that are not necessarily identically distributed. We derive non-asymptotic near-optimal estimation and prediction…

Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise…

We consider the estimation of parametric fractional time series models in which not only is the memory parameter unknown, but one may not know whether it lies in the stationary/invertible region or the nonstationary or noninvertible…

We consider the problems of confidence estimation and hypothesis testing on a parameter of signal observed in Gaussian white noise. For these problems we point out lower bounds of asymptotic efficiency in the zone of moderate deviation…

We investigate a semiparametric regression model where one gets noisy non linear non invertible functions of the observations. We focus on the application to bearings-only tracking. We first investigate the least squares estimator and prove…

Complex frequency excitations, oscillating signals whose amplitude decreases exponentially in time, have recently been demonstrated to significantly increase the effective quality factor of mechanical resonators. In this work, we…

We study the weak convergence (in the high-frequency limit) of the parameter estimators of power spectrum coefficients associated with Gaussian, spherical and isotropic random fields. In particular, we introduce a Whittle-type approximate…

A relationship between the Fisher information and the characteristic function is established with the help of two inequalities. A necessary and sufficient condition for equality is found. These results are used to determine the asymptotic…

This paper deals with the parametric inference for integrated signals embedded in an additive Gaussian noise and observed at deterministic discrete instants which are not necessarily equidistant. The unknown parameter is multidimensional…

The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…

This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…

In this letter, we address the problem of estimating Gaussian noise level from the trained dictionaries in update stage. We first provide rigorous statistical analysis on the eigenvalue distributions of a sample covariance matrix. Then we…

The article reviews the statistical theory of signal detection in application to analysis of deterministic gravitational-wave signals in the noise of a detector. Statistical foundations for the theory of signal detection and parameter…

In this paper, adaptive estimation based on noisy quantized observations is studied. A low complexity adaptive algorithm using a quantizer with adjustable input gain and offset is presented. Three possible scalar models for the parameter to…

The article is devoted to the nonparametric estimation of the quadratic covariation of non-synchronously observed It\^o processes in an additive microstructure noise model. In a high-frequency setting, we aim at establishing an asymptotic…

In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…

We consider noisy non-synchronous discrete observations of a continuous semimartingale with random volatility. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: one-dimensional for…

We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…