scientific article; zbMATH DE number 3786012

MaRDI QIDQ3963904zbMATH OpenFDO

Authors B. S. Tsirel'son

Publication date 1982

zbMATH Keywords

additive white noiseconsistencyestimation of shift parameter of infinite- dimensional Gaussian measureexistence of maximum likelihood estimationgeometrical approachHölder conditionnecessary and sufficient conditionssignal estimationuniqueness

Mathematics Subject Classification ID

Gaussian processes (60G15) Non-Markovian processes: estimation (62M09)

Cited in

(8)

• A transportation approach to the mean-field approximation
• Intrinsic volumes of Sobolev balls with applications to Brownian convex hulls
• The geometry of least squares in the 21st century
• Convex hulls of multidimensional random walks
• A new perspective on least squares under convex constraint
• A Dimension-Free Reverse Logarithmic Sobolev Inequality for Low-Complexity Functions in Gaussian Space
• Mixed volume of infinite-dimensional convex compact sets
• A local invariance principle. II

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