Estimation of Linear Functionals in Gaussian Noise

DOI10.1137/1132002zbMath0678.62080OpenAlexW2045253778MaRDI QIDQ3834910

I. A. Ibragimov, 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/10.1137/1132002

zbMATH Keywords

Hilbert spacelinear subspacebounded linear functionalgeneralized Gaussian random processellipsoidal regionsarbitrary Gaussian noisebest minimax linear estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)

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