Estimation of the maximum value of a signal in Gaussian white noise

DOI10.1007/BF01152383zbMath0537.62034OpenAlexW1979129027MaRDI QIDQ792718

I. A. Ibragimov, Rafail Z. Khasminskii

Publication date: 1983

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01152383

zbMATH Keywords

Wiener processGaussian white noiseItô stochastic differentialmaximum value of signals

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Correction to: ``Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function

Cites Work

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• Sojourns and extremes of Gaussian processes
• Curve Estimates

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