A linear mini-max estimator for the case of a quartic loss function

DOI10.1515/ROSE.2000.8.4.343zbMATH Open0966.62049OpenAlexW1974051674MaRDI QIDQ2722267

C. Srinivasan, K. Helmes

Publication date: 11 July 2001

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2000.8.4.343

zbMATH Keywords

quadratic loss functionlinear minimax estimatorstandard Wiener processquartic loss function

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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