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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 2, Pages 357–364
DOI: https://doi.org/10.4213/tvp1471 (Mi tvp1471) 		 
This article is cited in 10 scientific papers (total in 10 papers)

Short Communications

On a stochastic renewal problem

B. S. Darhovsky

Institute of Systems Analysis, Russian Academy of Sciences
Full-text PDF (495 kB) Citations (10)
DOI: https://doi.org/10.4213/tvp1471
Abstract: We consider the problem of recovery (minimax estimation) of a linear functional under random errors in observations. An estimate of the loss of quality, due to employing linear methods of recovery, is obtained. A new formalization is also proposed for an informative problem of recovery under random errors in information which permits, in various cases, an effective determination of optimal solution without passing to asymptotics in noise.
Keywords: minimax estimation, recovery of a linear functional.
Received: 17.04.1997
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 2, Pages 282–288
DOI: https://doi.org/10.1137/S0040585X9797688X
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: B. S. Darhovsky, “On a stochastic renewal problem”, Teor. Veroyatnost. i Primenen., 43:2 (1998), 357–364; Theory Probab. Appl., 43:2 (1999), 282–288
Citation in format AMSBIB
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\by B.~S.~Darhovsky
\paper On a stochastic renewal problem
\jour Teor. Veroyatnost. i Primenen.
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\issue 2
\pages 357--364
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\zmath{https://zbmath.org/?q=an:0949.60091}
\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 2
\pages 282--288
\crossref{https://doi.org/10.1137/S0040585X9797688X}
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  • https://doi.org/10.4213/tvp1471
  • https://www.mathnet.ru/eng/tvp/v43/i2/p357
    • This publication is cited in the following 10 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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