Some Problems on Nonparametric Estimation in Gaussian White Noise
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Publication:3761475
DOI10.1137/1131054zbMath0623.62028OpenAlexW2028426770MaRDI QIDQ3761475
I. A. Ibragimov, Arkadi Nemirovski, Rafail Z. Khasminskii
Publication date: 1987
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1131054
geometric propertiesGaussian white noiseFréchet derivativesquared error losssmooth functionalsstandard Wiener processKolmogorov diametersdegree of smoothnessAsymptotically best estimateshomogeneous Hilbert-Schmidt formlower bound to the risk
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)
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