On one property of the Wiener integral and its statistical application

DOI10.1515/ROSE.2009.012zbMath1224.60123MaRDI QIDQ3077696

A. D. Shatashvili, Grigol Sokhadze, Petre K. Babilua, Elizbar A. Nadaraya

Publication date: 22 February 2011

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

zbMATH Keywords

Wiener integrallogarithmic derivativenonparametric estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Stochastic integrals (60H05)

Cites Work

• On the Inversion of the Gauss Transformation
• THE WIENER INTEGRAL

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