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Zapiski Nauchnykh Seminarov POMI, 2007, Volume 341, Pages 124–133
(Mi znsl137)
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This article is cited in 1 scientific paper (total in 1 paper)
Estimating a monotone function, being observe in the white noise
K. L. Zilberburg Saint-Petersburg State University
Abstract:
Monotone functions on the segment is being observed in the Gaussian white noise. The Maximum Likelihood Estimator of such a function is of a piecewise continious sort. A limit theorem on the convergence rate of such an estimator is proved.
Received: 14.02.2007
Citation:
K. L. Zilberburg, “Estimating a monotone function, being observe in the white noise”, Probability and statistics. Part 11, Zap. Nauchn. Sem. POMI, 341, POMI, St. Petersburg, 2007, 124–133; J. Math. Sci. (N. Y.), 147:4 (2007), 6918–6923
Linking options:
https://www.mathnet.ru/eng/znsl137 https://www.mathnet.ru/eng/znsl/v341/p124
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Abstract page: | 226 | Full-text PDF : | 59 | References: | 49 |
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