On Nonparametric Estimation of the Value of a Linear Functional in Gaussian White Noise

DOI10.1137/1129002zbMath0575.62076OpenAlexW1995680507MaRDI QIDQ3694489

I. A. Ibragimov, Rafail Z. Khasminskii

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1137/1129002

zbMATH Keywords

Wiener process Gaussian white noise linear functional accuracy of estimation minimax linear estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

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