Statistical analysis of stochastic resonance with ergodic diffusion noise

@article{Iacus2002StatisticalAO,
title={Statistical analysis of stochastic resonance with ergodic diffusion noise},
author={S. Iacus},
journal={Stochastics and Stochastic Reports},
year={2002},
volume={73},
pages={271 - 285}
}
• S. Iacus
• Published 13 November 2001
• Computer Science, Mathematics
• Stochastics and Stochastic Reports
A subthreshold signal is transmitted through a channel and may be detected when some noise--with known structure and proportional to some level--is added to the data. There is an optimal noise level, called stochastic resonance that corresponds to the highest Fisher information in the problem of estimation of the signal. As noise we consider an ergodic diffusion process and the asymptotic is considered as time goes to infinity. We propose consistent estimators of the subthreshold signal and we…
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