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JOURNALS
// Zapiski Nauchnykh Seminarov POMI
// Archive
Zap. Nauchn. Sem. POMI,
2007
Volume 341,
Pages
124–133
(Mi znsl137)
This article is cited 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.
UDC:
519.21
Received:
14.02.2007
Fulltext:
PDF file (192 kB)
References
Cited by
English version:
Journal of Mathematical Sciences (New York), 2007,
147
:4,
6918–6923
Bibliographic databases:
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Steklov Math. Inst. of RAS
, 2024