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zbMath0589.62076MaRDI QIDQ3718033

Gregorij G. Magaril-Il'yaev, Boris S. Darkhovsky

Publication date: 1985

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

zbMATH Keywords

Brownian motion linear estimation white noise periodic functions minimax estimates kernel-smoothed estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Data smoothing in stochastic control theory (93E14)

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