Fisher information of correlated stochastic processes
Many real-world tasks include some kind of parameter estimation, i.e. the determination of a parameter encoded in a probability distribution. Often, such probability distributions arise from stochastic processes. For a stationary stochastic process with temporal correlations, the random variables th...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IOP Publishing
2023-01-01
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| Series: | New Journal of Physics |
| Subjects: | |
| Online Access: | https://doi.org/10.1088/1367-2630/acd321 |