Stochastic metrology and the empirical distribution
We study the problem of parameter estimation in time series stemming from general stochastic processes, where the outcomes may exhibit arbitrary temporal correlations. In particular, we address the question of how much Fisher information is lost if the stochastic process is compressed into a single...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
American Physical Society
2023-09-01
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| Series: | Physical Review Research |
| Online Access: | http://doi.org/10.1103/PhysRevResearch.5.033150 |