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

DOI10.1007/BF01152383MaRDI QIDQ792718zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3711109 (Why is no real title available?)
• Curve Estimates
• Sojourns and extremes of Gaussian processes

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
• scientific article; zbMATH DE number 482625 (Why is no real title available?)
• Maximum likelihood estimation of a nonparametric signal in white noise by optimal control

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