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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 4, Pages 718–733 (Mi tvp1227)  
This article is cited in 17 scientific papers (total in 17 papers)

On the estimates of the signal, its derivatives and the point of maximum for Gaussian observations

I. A. Ibragimova, R. Z. Has'minskiĭb

a Leningrad
b Moscow
Full-text PDF (909 kB) Citations (17)
Abstract: We propose the estimates of the «signal» $S(t)$ and of its derivatives for the case when the observed process $X_\varepsilon(t)$ has the form (0.1). These estimates have asymptotically optimal rate of convergence to the unknown value of the «parameter» for a wide class of a priori assumptions on $S$ and on the loss functions. The analogous results for the estimates of the point of maximum of $S(t)$ are obtained also.
Received: 24.09.1979
English version:
Theory of Probability and its Applications, 1981, Volume 25, Issue 4, Pages 703–720
DOI: https://doi.org/10.1137/1125086
Bibliographic databases:
Language: Russian
Citation: I. A. Ibragimov, R. Z. Has'minskiǐ, “On the estimates of the signal, its derivatives and the point of maximum for Gaussian observations”, Teor. Veroyatnost. i Primenen., 25:4 (1980), 718–733; Theory Probab. Appl., 25:4 (1981), 703–720
Citation in format AMSBIB
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\by I.~A.~Ibragimov, R.~Z.~Has'minski{\v\i}
\paper On the estimates of the signal, its derivatives and the point of maximum for Gaussian observations
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 4
\pages 718--733
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=595134}
\zmath{https://zbmath.org/?q=an:0471.60050|0454.60042}
\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 25
\issue 4
\pages 703--720
\crossref{https://doi.org/10.1137/1125086}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980MK50200004}
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  • https://www.mathnet.ru/eng/tvp/v25/i4/p718
    • This publication is cited in the following 17 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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