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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2001 Volume 46, Issue 4, Pages 658–677 (Mi tvp3793)

This article is cited in 1 paper

On the Minimax Estimation Problem of a Fractional Derivative

G. K. Golubev, F. N. Enikeeva

A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences

Abstract: We consider the problem of minimax estimating the fractional derivative of the order $-\frac12$ of an unknown function in the Gaussian white noise model. This problem is closely related to the well-known Wicksell problem. In this paper the second-order minimax approach is developed.

Keywords: fractional derivative, second-order minimax risk, Wicksell problem.

Received: 27.09.1999

DOI: 10.4213/tvp3793


 English version:
Theory of Probability and its Applications, 2002, 46:4, 619–635

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