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Zapiski Nauchnykh Seminarov POMI, 2007, Volume 341, Pages 124–133 (Mi znsl137)  

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
Full-text PDF (192 kB) Citations (1)
References:
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
English version:
Journal of Mathematical Sciences (New York), 2007, Volume 147, Issue 4, Pages 6918–6923
DOI: https://doi.org/10.1007/s10958-007-0514-6
Bibliographic databases:
UDC: 519.21
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Zil07}
\by K.~L.~Zilberburg
\paper Estimating a~monotone function, being observe in the white noise
\inbook Probability and statistics. Part~11
\serial Zap. Nauchn. Sem. POMI
\yr 2007
\vol 341
\pages 124--133
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl137}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2363588}
\zmath{https://zbmath.org/?q=an:1112.62083}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2007
\vol 147
\issue 4
\pages 6918--6923
\crossref{https://doi.org/10.1007/s10958-007-0514-6}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-36049017714}
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  • https://www.mathnet.ru/eng/znsl137
  • https://www.mathnet.ru/eng/znsl/v341/p124
  • 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
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