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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1980 Volume 25, Issue 4, Pages 718–733 (Mi tvp1227)

This article is cited in 17 papers

On the estimates of the signal, its derivatives and the point of maximum for Gaussian observations

I. A. Ibragimova, R. Z. Has'minskiĭb

a Leningrad
b Moscow

Abstract: We propose the estimates of the «signal» $S(t)$ and of its derivatives for the case when the observed process $X_\varepsilon(t)$ has the form (0.1). These estimates have asymptotically optimal rate of convergence to the unknown value of the «parameter» for a wide class of a priori assumptions on $S$ and on the loss functions. The analogous results for the estimates of the point of maximum of $S(t)$ are obtained also.

Received: 24.09.1979


 English version:
Theory of Probability and its Applications, 1981, 25:4, 703–720

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