scientific article

zbMath0738.62045MaRDI QIDQ3986293

O. V. Lepskij

Publication date: 27 June 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

predictionupper boundsGaussian white noisepolynomial regressionsufficient conditionsstochastic systemssignal estimationaccuracy of estimationasymptotically minimax adaptive estimationdisturbing parametersexistence of optimally adaptive estimatesfunctional adaptive estimation problemsnonexistence of optimally adaptive estimators

Mathematics Subject Classification ID

Density estimation (62G07) Gaussian processes (60G15) Estimation and detection in stochastic control theory (93E10)

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