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Minimax filtration of functions in \(L_ 2\) - MaRDI portal

Minimax filtration of functions in \(L_ 2\)

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zbMath0533.62086MaRDI QIDQ789862

Yuri K. Golubev

Publication date: 1983

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

Wiener process white noise L2 spaces minimax quadratic risk stochastic differential

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from stochastic processes (62M99)

Related Items (1)

Minimax estimation of continuous time deterministic signals in colored noise

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