Nonparametric estimation of signals corrupted by noise with sharp peaks

zbMath0705.62087MaRDI QIDQ918103

Leonid I. Piterbarg

Publication date: 1988

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

zbMATH Keywords

L-estimatorsM-estimatorswhite noiseMinimax optimizationnoisy observationsasymptotically normaldeterministic continuous-time signalfinite biasfinite observation periodinfinite variance noise

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

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