On Minimax Estimation of a Discontinuous Signal
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Publication:3809086
DOI10.1137/1132110zbMath0659.62103OpenAlexW2008085729MaRDI QIDQ3809086
Publication date: 1987
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1132110
asymptotic propertiesGaussian white noisestandard Wiener processMarkov stopping timesbounded loss functionsestimation of jump time
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