Title of article
On estimation of time dependent spatial signal in Gaussian white noise
Author/Authors
Chow، نويسنده , , P.-L. and Khasminskii، نويسنده , , R. S. Liptser، نويسنده , , R.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
15
From page
161
To page
175
Abstract
We consider an estimation problem for time dependent spatial signal observed in a presence of additive cylindrical Gaussian white noise of a small intensity ε. Under known a priori smoothness of the signal estimators with asymptotically the best in the mimimax sense risk convergence rate in ε to zero are proposed. Moreover, on-line estimators for the signal and its derivatives in t are also created.
Keywords
Gaussian random measure , Kernel estimator , Projection estimator , On-line estimator
Journal title
Stochastic Processes and their Applications
Serial Year
2001
Journal title
Stochastic Processes and their Applications
Record number
1576931
Link To Document