Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates

DOI10.1137/1136085zbMath0776.62039OpenAlexW1973071927WikidataQ105584145 ScholiaQ105584145MaRDI QIDQ3135006

O. V. Lepskij

Publication date: 22 September 1993

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1136085

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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