|
This article is cited in 1 scientific paper (total in 1 paper)
On the Minimax Estimation Problem of a Fractional Derivative
G. K. Golubev, F. N. Enikeeva A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences
Abstract:
We consider the problem of minimax estimating the fractional derivative of the order $-\frac12$ of an unknown function in the Gaussian white noise model. This problem is closely related to the well-known Wicksell problem. In this paper the second-order minimax approach is developed.
Keywords:
fractional derivative, second-order minimax risk, Wicksell problem.
Received: 27.09.1999
Citation:
G. K. Golubev, F. N. Enikeeva, “On the Minimax Estimation Problem of a Fractional Derivative”, Teor. Veroyatnost. i Primenen., 46:4 (2001), 658–677; Theory Probab. Appl., 46:4 (2002), 619–635
Linking options:
https://www.mathnet.ru/eng/tvp3793https://doi.org/10.4213/tvp3793 https://www.mathnet.ru/eng/tvp/v46/i4/p658
|
Statistics & downloads: |
Abstract page: | 240 | Full-text PDF : | 168 |
|