scientific article

zbMath0536.93050MaRDI QIDQ3321951

Sze-Kui Ng, James Ting-Ho Lo

Publication date: 1983

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

multiple Wiener integralsapproximate estimatorFourier-Charlier seriesnonlinear postprocessorproduct-to-sum formula

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10) Stochastic integrals (60H05) Sequential estimation (62L12)

Related Items (1)

Optimal Fourier-Hermite expansion for estimation

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