Some Problems on Nonparametric Estimation in Gaussian White Noise (Q3761475)
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English | Some Problems on Nonparametric Estimation in Gaussian White Noise |
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Some Problems on Nonparametric Estimation in Gaussian White Noise (English)
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1987
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Gaussian white noise
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squared error loss
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Fréchet derivative
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homogeneous Hilbert-Schmidt form
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smooth functionals
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standard Wiener process
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Kolmogorov diameters
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Asymptotically best estimates
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lower bound to the risk
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geometric properties
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degree of smoothness
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