Stable Nonparametric Signal Filtration in Nonlinear Models

DOI10.1007/978-1-4939-0569-0_7zbMath1332.62281OpenAlexW2225143469MaRDI QIDQ2787358

A. V. Dobrovidov

Publication date: 25 February 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-0569-0_7

zbMATH Keywords

nonlinear modelsnonparametric filtrationpositive signals

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Related Items (2)

Regularization of Positive Signal Nonparametric Filtering in Multiplicative Observation Model ⋮ Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model

Cites Work

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• Nonparametric methods of nonlinear filtering of stationary random sequences
• Nonparametric density estimation for positive time series
• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• Empirical Bayes estimation of a scale parameter
• Empirical bayes estimation of reliability characteristics for an exponential family
• A General Approach to Nonparametric Empirical Bayes Estimation

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