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Teoriya Veroyatnostei i ee Primeneniya, 2001, Volume 46, Issue 4, Pages 658–677
DOI: https://doi.org/10.4213/tvp3793
(Mi tvp3793)
 

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
English version:
Theory of Probability and its Applications, 2002, Volume 46, Issue 4, Pages 619–635
DOI: https://doi.org/10.1137/S0040585X97979251
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
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\paper On the Minimax Estimation Problem of a Fractional Derivative
\jour Teor. Veroyatnost. i Primenen.
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\issue 4
\pages 658--677
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\crossref{https://doi.org/10.4213/tvp3793}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1971826}
\zmath{https://zbmath.org/?q=an:1031.62067}
\transl
\jour Theory Probab. Appl.
\yr 2002
\vol 46
\issue 4
\pages 619--635
\crossref{https://doi.org/10.1137/S0040585X97979251}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000179604100004}
Linking options:
  • https://www.mathnet.ru/eng/tvp3793
  • https://doi.org/10.4213/tvp3793
  • https://www.mathnet.ru/eng/tvp/v46/i4/p658
  • This publication is cited in the following 1 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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