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[Untitled]
- Source :
- Statistical Inference for Stochastic Processes. 6:15-24
- Publication Year :
- 2003
- Publisher :
- Springer Science and Business Media LLC, 2003.
-
Abstract
- This paper deals with a nonparametric estimation problem of an integral-type functional from indirect observations where the observation Y e(t) is a sum of a known function of an unobservable process X e(t) and a Gaussian white noise, and X e(t) is a sum of an unknown function a(t) and a Gaussian process. The minimax lower bound on the quality of nonparametric estimation is derived and an asymptotically efficient estimator is proposed. The paper concludes with some examples including one about reduction to parameter estimation.
Details
- ISSN :
- 13870874
- Volume :
- 6
- Database :
- OpenAIRE
- Journal :
- Statistical Inference for Stochastic Processes
- Accession number :
- edsair.doi...........9875124485f19d8274e2ea541531a7db
- Full Text :
- https://doi.org/10.1023/a:1022649232738