RUS  ENG
Full version
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


 English version:
Journal of Mathematical Sciences (New York), 2007, 147:4, 6918–6923

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024