On Necessary Conditions for Efficient Estimation of Functionals of a Nonparametric Signal in White Noise

DOI10.1137/1135009zbMath0721.62043OpenAlexW1993261491MaRDI QIDQ5753386

Arkadi Nemirovski

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1137/1135009

zbMATH Keywords

Brownian motiondensity estimationKolmogorov diameterscompact L2- subsetsefficient estimation of functionals

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes (62M99)

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