On Parameter Estimation for Cusp-type Signals

Preprint English OPEN
Chernoyarov, Oleg; Dachian, Serguei; Kutoyants, Yury;
(2018)
  • Publisher: HAL CCSD
  • Subject: Mathematics - Statistics Theory | 62M02, 62G10, 62G20 | [ STAT.TH ] Statistics [stat]/Statistics Theory [stat.TH]

22 pages; We consider the problem of parameter estimation by the observations of deterministic signal in white gaussian noise. It is supposed that the signal has a singularity of cusp-type. The properties of the maximum likelihood and bayesian estimators are described i... View more
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