Asymptotically efficient signal estimation in \(L_2\) under general loss functions
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Publication:1386635
zbMath0898.62108MaRDI QIDQ1386635
Publication date: 15 July 1998
Published in: Problems of Information Transmission (Search for Journal in Brave)
Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Minimax procedures in statistical decision theory (62C20) Markov processes: estimation; hidden Markov models (62M05)
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