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Zapiski Nauchnykh Seminarov POMI, 2009, Volume 363, Pages 126–138 (Mi znsl3146)  
This article is cited in 1 scientific paper (total in 1 paper)

Estimation of nonlinear functionals revisited

R. Khasminskii

Mathematics Department, Wayne State University, Detroit, MI, USA
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Abstract: After the overview of known results concerning estimating the linear and nonlinear functionals of the density for i.i.d. observations and for functionals of the signal observed in the White Gaussian Noise (WGN) with small intensity we consider the similar problems for the observation the Poisson random process. Asymptotically efficient estimates of the once Frechet differentiable functionals are proposed. Bibl. – 10 titles.
Received: 05.10.2007
English version:
Journal of Mathematical Sciences (New York), 2010, Volume 163, Issue 3, Pages 275–282
DOI: https://doi.org/10.1007/s10958-009-9672-z
UDC: 519
Language: English
Citation: R. Khasminskii, “Estimation of nonlinear functionals revisited”, Probability and statistics. Part 14–1, Zap. Nauchn. Sem. POMI, 363, POMI, St. Petersburg, 2009, 126–138; J. Math. Sci. (N. Y.), 163:3 (2010), 275–282
Citation in format AMSBIB
\Bibitem{Kha09}
\by R.~Khasminskii
\paper Estimation of nonlinear functionals revisited
\inbook Probability and statistics. Part~14--1
\serial Zap. Nauchn. Sem. POMI
\yr 2009
\vol 363
\pages 126--138
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl3146}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2010
\vol 163
\issue 3
\pages 275--282
\crossref{https://doi.org/10.1007/s10958-009-9672-z}
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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