caa a22 4500 605524572 CHVBK 20210128100754.0 cr unu---uuuuu 210128e20150401xx s 000 0 eng 10.1007/s10958-015-2300-1 doi (NATIONALLICENCE)springer-10.1007/s10958-015-2300-1 Ermakov M. Institute of Problems of Mechanical Engineering of RAS, St. Petersburg State University, St. Petersburg, Russia aut On Asymptotically Efficient Statistical Inference on a Signal Parameter [Elektronische Daten] [M. Ermakov] We consider the problems of confidence estimation and hypotheses testing of the parameter of a signal observed in a Gaussian white noise. For these problems, we point out lower bounds of asymptotic efficiency in the zone of moderate deviation probabilities. These lower bounds are versions of the local asymptotic minimax Hajek-Le Cam lower bound in estimation and the lower bound for the Pitman efficiency in hypotheses testing. The lower bounds are obtained both for logarithmic and sharp asymptotics of moderate deviation probabilities. Springer Science+Business Media New York, 2015 Journal of Mathematical Sciences Springer US; http://www.springer-ny.com 206/2(2015-04-01), 159-170 1072-3374 206:2<159 2015 206 10958 https://doi.org/10.1007/s10958-015-2300-1 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s10958-015-2300-1 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Ermakov M. Institute of Problems of Mechanical Engineering of RAS, St. Petersburg State University, St. Petersburg, Russia aut NATIONALLICENCE 773 0- Journal of Mathematical Sciences Springer US; http://www.springer-ny.com 206/2(2015-04-01), 159-170 1072-3374 206:2<159 2015 206 10958