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signal plus noise process \\(Y_t=s(t)+ B_t\\), \\(t\\in [0,d]\\), where \\(d>0\\) is a known constant, \\(s\\in L^2[0,d]\\) is a deterministic signal and the noise \\(B\\) is a standard Brownian motion, is often used in statistics as model for many different situations. 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