On the identification of random variables from quantized observations

Miklos Rasonyi

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arXiv · 1608.04697

On the identification of random variables from quantized observations

Miklos Rasonyi

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Abstract

We prove that the scale and shift parameters of a family of probability laws can be identified from quantized values, under appropriate assumptions. As an application, we show the consistency of the maximum likelihood estimator for the parameters of a quantized Gaussian autoregressive process.

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Miklos Rasonyi. 2016-08-16. On the identification of random variables from quantized observations. https://arxiv.org/abs/1608.04697

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