{"entities":{"Q792718":{"pageid":794566,"ns":120,"title":"Item:Q792718","lastrevid":64454268,"modified":"2026-04-11T19:58:36Z","type":"item","id":"Q792718","labels":{"en":{"language":"en","value":"Estimation of the maximum value of a signal in Gaussian white noise"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 3854208"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q792718$256E3AD4-4CDE-49AF-9BF2-153188BE5E1E","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e2c002d055cb9e04f2ed6453e3d4ea8e6d1c7595","datavalue":{"value":{"text":"Estimation of the maximum value of a signal in Gaussian white noise","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q792718$FB8C3E1E-6FC2-482F-ACFE-84CF0A9D6AA1","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"9224e470e68f0b0c5b5d558ec819d0ad6e4affb5","datavalue":{"value":"0537.62034","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q792718$6CD2CEDC-70D8-4491-8E55-9E8EF47E19B3","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"7db223961244075589914d76250e38752b72dff9","datavalue":{"value":"10.1007/BF01152383","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q792718$C0C62352-9C6B-458F-A0DD-DC3D5C86F0FD","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"9424f6f32d1f0a1b59cdc364649b3bb82e61deed","datavalue":{"value":{"entity-type":"item","numeric-id":292320,"id":"Q292320"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q792718$7AF4A9F7-5A15-44AF-84AA-3733C53DDA8B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"8d8e10f97669e59adc79563f65e9be7a0a397b07","datavalue":{"value":{"entity-type":"item","numeric-id":689462,"id":"Q689462"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q792718$7AE1861D-A46B-4EB6-A14D-A29320646AC5","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"00de3e6b6cfff0576fe0e1d6bc63c05579d2cb43","datavalue":{"value":{"entity-type":"item","numeric-id":173953,"id":"Q173953"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q792718$BE5AEA4D-FCF1-4351-943C-57C71CD51C18","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"0136733d5dd7d9f4d36f24c87a0b8375ae1cb2fd","datavalue":{"value":{"time":"+1983-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q792718$26BF7E45-1263-4AAC-9F15-68512F7D0932","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"da3285da51761726076f3272cc24b3bf1b55ea1e","datavalue":{"value":"In order to study the mechanisms of nonparametric estimation the authors discuss the model of observations of the signal \\(X_{\\epsilon}(t)\\) that has It\u00f4 stochastic differential equal to  \\[  dX_{\\epsilon}(t)=S(t)dt+\\epsilon dw(t),\\quad t\\in [0,1],  \\]  where S(t) is an unknown signal, w(t) is a standard Wiener process and \\(\\epsilon\\) is a small positive parameter. An estimator of the value max S(t) is sought. As an estimate the value \\(\\hat M_{\\epsilon}=\\sup_{U}T_{\\epsilon}(t)\\) is taken, where U is an open set, \\(U\\subset [0,1]\\), and  \\[  T_{\\epsilon}(t)= (1/\\phi(\\epsilon)) \\int^{1}_{0} g((u-t)/\\phi(\\epsilon))dX_{\\epsilon}(u).  \\]  The infinitely differentiable finite function g(x) satisfies the conditions:  \\[  \\int^{\\infty}_{-\\infty}x^ jg(x)dx=\\delta_{j0},\\quad j=0,1,...,m(\\beta),\\quad \\beta>0,  \\]  \\(m(\\beta)=[\\beta]\\) if \\(\\beta>[\\beta]\\), and \\(=\\beta -1\\) if \\(\\beta =[\\beta]\\), \\(\\phi(\\epsilon)=\\chi(\\epsilon^ 2\\cdot \\ln(1/\\epsilon))^{1/(2\\beta +1)}.\\)    Asymptotical properties of the estimate introduced are discussed in the paper.","type":"string"},"datatype":"string"},"type":"statement","id":"Q792718$3D4B0841-D37A-4BCA-9437-77237B4D9199","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"216ebc8acd4fe6d3bec8a2400054c295708e672f","datavalue":{"value":{"entity-type":"item","numeric-id":792717,"id":"Q792717"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q792718$28AFE49F-777A-4CB1-B157-0E295D8A4966","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"3866ee96b4b7ddfafdb7b788eaa87fdd43bbf474","datavalue":{"value":"62G05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q792718$42F4462E-BF8E-48EF-8DC2-177BFE9A05D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5d625d780bfa809c5db39c69099009106c2aeb44","datavalue":{"value":"62M05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q792718$529782BB-1566-4A4E-B953-0845F38EC746","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"0ed9260f17ad1af7ba99dd351f3a77320ab213fd","datavalue":{"value":"62M09","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q792718$B7FE6BE9-2228-41B3-8A01-B03B8E0FC926","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"bb866e9166000269861bb0b0fda3f1a65efe7d48","datavalue":{"value":"3854208","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q792718$F68A0DDC-EF8E-4B62-A152-FB1AD04D7AF1","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"73509fdc9552ff7016c273aea113f48d8feff12c","datavalue":{"value":"Gaussian white noise","type":"string"},"datatype":"string"},"type":"statement","id":"Q792718$AAFC9D87-CBE8-425D-B3F5-8DEB20B01011","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c57a6209786446bdc0472dc77f45f9c35c1d587c","datavalue":{"value":"maximum value of signals","type":"string"},"datatype":"string"},"type":"statement","id":"Q792718$41EB7996-6371-4085-8CFD-5E9FC981B712","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"984f946eb5b419274214ac20d3791108163aaffd","datavalue":{"value":"It\u00f4 stochastic differential","type":"string"},"datatype":"string"},"type":"statement","id":"Q792718$CDE4B872-6072-412E-B5AE-DBC4DB97920E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1605c1a61c22d291944c0833830a585f84ae80e6","datavalue":{"value":"Wiener process","type":"string"},"datatype":"string"},"type":"statement","id":"Q792718$895456C6-D441-499D-A199-C3C36A966CAB","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q792718$418F9E27-77D1-457E-9D96-FF19D7B106FB","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"9edfb7120e7990f848faa21022d923ca420a873d","datavalue":{"value":{"entity-type":"item","numeric-id":5639235,"id":"Q5639235"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q792718$3B9898AF-0539-49E6-8DFA-8A8A9DCF1D22","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0e1af462fd7c0e981e27d4300b12cd090c64ef6a","datavalue":{"value":{"entity-type":"item","numeric-id":1214716,"id":"Q1214716"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q792718$C6404F50-3595-4CE6-8211-AA9706A1DA19","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"400ba68a3f230ea3ff9fefb332aa1581f5ff103a","datavalue":{"value":{"entity-type":"item","numeric-id":3902255,"id":"Q3902255"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q792718$8E220A73-BDA9-4E26-94D6-6FC11A76CAEB","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"e3469540d7faf8d6927eafa3bba93d55de65ae2a","datavalue":{"value":"https://doi.org/10.1007/bf01152383","type":"string"},"datatype":"url"},"type":"statement","id":"Q792718$159F93D7-A37B-4593-B3F9-33F1F78FDAB2","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"cc82c21cc358152490fd11dfff2579eae6c4e1a4","datavalue":{"value":"W1979129027","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q792718$8FFA8764-50A6-4CF6-AE01-B2A3F6D7031D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9bcd3b856bf85eefd5b0b6467115908f016239f3","datavalue":{"value":{"entity-type":"item","numeric-id":4712546,"id":"Q4712546"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"aef0ecd9cc31592592474f1ada6a8908c6d31db3","datavalue":{"value":{"amount":"+0.8988614","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q792718$7581F459-2830-4236-8B7E-5C56AD55F342","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8742dc371aa50b0b0f990f5de6e4defb424c531a","datavalue":{"value":{"entity-type":"item","numeric-id":3212157,"id":"Q3212157"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"aef0ecd9cc31592592474f1ada6a8908c6d31db3","datavalue":{"value":{"amount":"+0.8988614","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q792718$0F1641EC-6D11-4ED8-8E44-C529958EB357","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b6385e85e9092f1a7db06355c3270135fbbd2767","datavalue":{"value":{"entity-type":"item","numeric-id":4274897,"id":"Q4274897"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fb44238949d48a59dff6d31df4331f92dddd69f0","datavalue":{"value":{"amount":"+0.8964519","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q792718$D24749E5-1BAE-4CD4-B75C-B25F441010B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"19885ec20542779fd1c48649b41ac9fc034ac7b6","datavalue":{"value":{"entity-type":"item","numeric-id":5460968,"id":"Q5460968"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"12903264431f35d7ed4db539467c0c715fdbd11a","datavalue":{"value":{"amount":"+0.8882402","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q792718$49AA0E26-9662-40D7-8066-7731C70188D5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"15595a463555af2d479437e050d5f922fa00b1fd","datavalue":{"value":{"entity-type":"item","numeric-id":734270,"id":"Q734270"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8ee59933b1fb6a8cee9e00e5d3f3370226374d01","datavalue":{"value":{"amount":"+0.8833456","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q792718$70B2F5BB-704B-4B0D-AE62-8686AA6C6E32","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fc7d97abcf37a60658d73795cfb6a2f13a439da1","datavalue":{"value":{"entity-type":"item","numeric-id":1587194,"id":"Q1587194"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d289475ee5ba63d2d675fa6e8829353d611e2667","datavalue":{"value":{"amount":"+0.87827814","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q792718$1BBDE418-1964-42AA-A031-F9F52D4EA968","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"faff79697e52b36a45f0c7511701629136c028fe","datavalue":{"value":{"entity-type":"item","numeric-id":4939764,"id":"Q4939764"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"45b4d4dfffa8e27db05dabad9560416d5657785a","datavalue":{"value":{"amount":"+0.8627389","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q792718$02BA0E99-BFBE-4E5E-A765-BEFF941BA30C","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Estimation of the maximum value of a signal in Gaussian white noise","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Estimation_of_the_maximum_value_of_a_signal_in_Gaussian_white_noise"}}}}}