On Minimax Estimation of a Discontinuous Signal (Q3809086): Difference between revisions

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Revision as of 17:09, 27 February 2024

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On Minimax Estimation of a Discontinuous Signal
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    On Minimax Estimation of a Discontinuous Signal (English)
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    1987
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    asymptotic properties
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    estimation of jump time
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    Gaussian white noise
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    standard Wiener process
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    bounded loss functions
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    Markov stopping times
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