An asymptotic property of nonlinear estimators arising as solutions to a certain class of convex programming problems

DOI10.1016/0167-6911(86)90119-2zbMath0605.62090OpenAlexW2010284359MaRDI QIDQ1083817

Gary L. Wise, John M. Morrison

Publication date: 1986

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(86)90119-2

zbMATH Keywords

Orlicz spaceBanach spaceLuxemburg normprojection theoremnonlinear estimatorsconvergence of the conditional expectationsminimum mean square error analysisnonexpansive linear operator

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) General nonlinear regression (62J02) Convex programming (90C25) (L^p)-limit theorems (60F25)

Related Items (1)

The martingale convergence theorem, with tears

Cites Work

• Convexity of Orlicz spaces
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