Estimation of a linear functional from indirect observations

zbMath0638.62081MaRDI QIDQ1099562

R. D. Dodunekova, Rafail Z. Khasminskii

Publication date: 1987

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

Wiener processadmissible setminimax riskquadratic lossadditive Gaussian white noisedrift estimationItô equationsquare-integrable functionminimax linear estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Markov processes: estimation; hidden Markov models (62M05)

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A nonparametric estimation problem from indirect observations

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