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Lepskij, O. V.

Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. (English. Russian original) Zbl 0776.62039

Theory Probab. Appl. 36, No. 4, 682-697 (1991); translation from Teor. Veroyatn. Primen. 36, No. 4, 645-659 (1991).
See the review in Zbl 0738.62045.

Cited in 3 Reviews
Cited in 96 Documents

MSC:

62G07 Density estimation
93E10 Estimation and detection in stochastic control theory
60G15 Gaussian processes

Keywords:

asymptotically minimax adaptive estimation; upper bounds; signal estimation; functional adaptive estimation problems; stochastic systems; disturbing parameters; accuracy of estimation; Gaussian white noise; prediction; polynomial regression; sufficient conditions; existence of optimally adaptive estimates; nonexistence of optimally adaptive estimators

Citations:

Zbl 0594.62043; Zbl 0738.62045
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