Sharp minimax estimation of the variance of Brownian motion corrupted with Gaussian noise (Q3580581)
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scientific article; zbMATH DE number 5769953
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| English | Sharp minimax estimation of the variance of Brownian motion corrupted with Gaussian noise |
scientific article; zbMATH DE number 5769953 |
Statements
13 August 2010
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asymptotic normality
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Brownian motion
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deconvolution
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minimax
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spectral estimators
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statistical inverse problems
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variance estimation
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oracle estimator
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0.7265151739120483
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