On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion

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Journal Article
Statistics and Probability Letters, 2018, 139 pp. 141 - 151
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© 2018 Elsevier B.V. We provide new results concerning the limit distributions of Bayesian estimators (BE) and maximum likelihood estimators (MLE) of location parameters of cusp-type signals in “signal plus white noise” models. The limit distributions of BE and MLE are expressed in terms of fractional Brownian motion (fBm) with the Hurst parameter H, 0
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