On Minimax Estimation of a Discontinuous Signal (Q3809086)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Minimax Estimation of a Discontinuous Signal |
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On Minimax Estimation of a Discontinuous Signal (English)
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1987
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asymptotic properties
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estimation of jump time
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Gaussian white noise
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standard Wiener process
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bounded loss functions
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Markov stopping times
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