Asymptotically efficient estimation of analytic functions in Gaussian noise
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Publication:1815795
DOI10.2307/3318549zbMath0860.62034OpenAlexW4245579540MaRDI QIDQ1815795
Alexandre B. Tsybakov, B. Ya. Levit, Yuri K. Golubev
Publication date: 16 April 1997
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1193839222
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
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