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Teoriya Veroyatnostei i ee Primeneniya, 1973, Volume 18, Issue 4, Pages 804–808 (Mi tvp4368)  

Short Communications

Estimation of the mean of a Wiener process observed on an infinite interval

I. Sh. Ibramhalilov, A. V. Skorokhod
Abstract: Let $\omega(t)$ be a Wiener process, $\mathbf{M}\omega(t)=0$, $\mathbf{D}\omega(t)=t$, $\varphi(t)$, $t\in[0,\infty]$ be a function form a set $M\subset C_{[0,\infty)}$ and $x(t)=\omega(t)+\varphi(t)$ be the observation process.
In the paper, conditions on the set $M$ are given under which there exist a consistent estimate of $\varphi$.
Received: 28.09.1972
English version:
Theory of Probability and its Applications, 1974, Volume 18, Issue 4, Pages 767–771
DOI: https://doi.org/10.1137/1118096
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. Sh. Ibramhalilov, A. V. Skorokhod, “Estimation of the mean of a Wiener process observed on an infinite interval”, Teor. Veroyatnost. i Primenen., 18:4 (1973), 804–808; Theory Probab. Appl., 18:4 (1974), 767–771
Citation in format AMSBIB
\Bibitem{IbrSko73}
\by I.~Sh.~Ibramhalilov, A.~V.~Skorokhod
\paper Estimation of the mean of a Wiener process observed on an infinite interval
\jour Teor. Veroyatnost. i Primenen.
\yr 1973
\vol 18
\issue 4
\pages 804--808
\mathnet{http://mi.mathnet.ru/tvp4368}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=331677}
\zmath{https://zbmath.org/?q=an:0301.62053}
\transl
\jour Theory Probab. Appl.
\yr 1974
\vol 18
\issue 4
\pages 767--771
\crossref{https://doi.org/10.1137/1118096}
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