Estimating a Signal with Noisy Nuisance Parameters
Copyright policy )Estimating a Signal with Noisy Nuisance Parameters
We describe two models in which n records of a signal in white noise are taken. In the first model the signal parameters of interest do not change between records, but the amplitude varies in a random way. In the second model, the location is the random nuisance parameter. We describe an efficient estimator for the first model. For the second model an estimator is described which is \(n^{1/2}\) consistent, invariant to the distribution of the location and efficient for a particular distribution.
Mixture model, semiparametric model, nuisance parameter, Markov processes: estimation; hidden Markov models, Point estimation, latency time, white noise, location
Mixture model, semiparametric model, nuisance parameter, Markov processes: estimation; hidden Markov models, Point estimation, latency time, white noise, location
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