Nonparametric estimation of functionals of the derivatives of a signal observed in white Gaussian noise

zbMath0678.62052MaRDI QIDQ1124244

Arkadi Nemirovski, Rafail Z. Khasminskii

Publication date: 1988

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

zbMATH Keywords

strong convergencesmoothnessalmost sure convergenceConsistencymean square convergenceadditive white noiseestimation of functionals

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

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