Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates

DOI10.1137/1136085zbMath0776.62039OpenAlexW1973071927WikidataQ105584145 ScholiaQ105584145MaRDI QIDQ3135006

Publication date: 22 September 1993

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

Full work available at URL: https://doi.org/10.1137/1136085

zbMATH Keywords

prediction upper bounds Gaussian white noise polynomial regression sufficient conditions stochastic systems signal estimation accuracy of estimation asymptotically minimax adaptive estimation disturbing parameters existence of optimally adaptive estimates functional adaptive estimation problems nonexistence of optimally adaptive estimators

Mathematics Subject Classification ID

Density estimation (62G07) Gaussian processes (60G15) Estimation and detection in stochastic control theory (93E10)

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