On a Stochastic Renewal Problem

DOI10.1137/S0040585X9797688XzbMath0949.60091OpenAlexW2047441473MaRDI QIDQ4954358

Boris S. Darkhovsky

Publication date: 6 June 2000

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x9797688x

zbMATH Keywords

minimax estimationrecovery of a linear functional

Mathematics Subject Classification ID

Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (3)

Optimal recovery of a square integrable function from its observations with Gaussian errors ⋮ Non Asymptotic Minimax Estimation of Functionals with Noisy Observations ⋮ Minimax Estimation of the First Derivative by Finite Number of Noisy Observations

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