Estimation of the maximum value of a signal in Gaussian white noise
DOI10.1007/BF01152383zbMATH Open0537.62034OpenAlexW1979129027MaRDI QIDQ792718FDOQ792718
Authors: I. A. Ibragimov, R. Z. Khas'minskiĭ 
Publication date: 1983
Published in: Mathematical Notes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01152383
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Wiener processGaussian white noise[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD+stochastic+differential&go=Go It�� stochastic differential]maximum value of signals
Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)
Cites Work
Cited In (9)
- On estimation of maximum values of nonparametric signals for random fields
- A maxiset approach of a Gaussian noise model
- Signal delay estimation in the presence of corrupting parameters
- Nonparametric estimation of signal amplitude in white Gaussian noise
- On estimation of time dependent spatial signal in Gaussian white noise.
- Correction to: ``Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function
- On Minimax Estimation of a Discontinuous Signal
- Title not available (Why is that?)
- Maximum likelihood estimation of a nonparametric signal in white noise by optimal control
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