On a Stochastic Renewal Problem

DOI10.1137/S0040585X9797688XMaRDI QIDQ4954358zbMATH OpenOpenAlexFDO

Authors B. S. Darkhovskij

Publication date 6 June 2000

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

Full work available at URL https://doi.org/10.1137/s0040585x9797688x

zbMATH Keywords

minimax estimationrecovery of a linear functional

Mathematics Subject Classification ID

Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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Cited in

(11)

• On the number of renewals in random time
• A Collector's Problem with Renewal Arrival Processes
• Minimax Estimation of the First Derivative by Finite Number of Noisy Observations
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• scientific article; zbMATH DE number 67927 (Why is no real title available?)
• scientific article; zbMATH DE number 714503 (Why is no real title available?)
• Some questions of restoring the elements of a compact set
• Non asymptotic minimax estimation of functionals with noisy observations
• Optimal recovery of a square integrable function from its observations with Gaussian errors
• Stochastic recovery problem
• A solvable class of renewal processes

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