Regularization of positive signal nonparametric filtering in multiplicative observation model

DOI10.1007/978-3-319-41582-6_7MaRDI QIDQ5280080zbMATHOpenAlexFDO

Authors Alexander V. Dobrovidov

Publication date 20 July 2017

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

Full work available at URL https://doi.org/10.1007/978-3-319-41582-6_7

zbMATH Keywords

Kalman filternonparametric filteringincomplete statistical informationmultiplicative observation model

Mathematics Subject Classification ID

Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cites work

• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• scientific article; zbMATH DE number 3278899 (Why is no real title available?)
• A General Approach to Nonparametric Empirical Bayes Estimation
• Empirical bayes estimation of reliability characteristics for an exponential family
• Nonparametric methods of nonlinear filtering of stationary random sequences
• Probability density estimation from sampled data
• Probability density function estimation using gamma kernels
• Smoothed cross-validation
• Stable nonparametric signal filtration in nonlinear models

Cited in

(3)

• Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model
• Automatic methods of useful signals extraction from noise background under conditions of nonparametric uncertainty
• Stable nonparametric signal filtration in nonlinear models

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