On estimation of functions of a parameter observed in Gaussian noise

DOI10.1007/S10958-019-04250-9MaRDI QIDQ2313795zbMATH OpenOpenAlexWikidataFDO

Authors I. A. Ibragimov

Publication date 23 July 2019

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-019-04250-9

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 3733064 (Why is no real title available?)
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• Theory of Reproducing Kernels

Cited in

(13)

• Asymptotically efficient estimation of functionals in a Gaussian white noise
• On parameter estimation from indirect observations
• Asymptotically efficient estimation of analytic functions in Gaussian noise
• Efficient estimation of smooth functionals in Gaussian shift models
• Estimation of smooth functionals of location parameter in Gaussian and Poincaré random shift models.
• The influence of non-Gaussian noise on the accuracy of parameter estimation
• scientific article; zbMATH DE number 4013767 (Why is no real title available?)
• scientific article; zbMATH DE number 3847699 (Why is no real title available?)
• Parameter estimation based upon nonparametric function estimators
• scientific article; zbMATH DE number 4049026 (Why is no real title available?)
• Estimation of Linear Functionals in Gaussian Noise
• Estimation in Gaussian Noise: Properties of the Minimum Mean-Square Error
• Ildar Abdullovich Ibragimov (on his ninetieth birthday)

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