On asymptotic behaviour of empirical processes
Petr Lachout (1992)
Kybernetika
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Displaying similar documents to “Exponential rate of convergence of maximum likelihood estimators for inhomogeneous Wiener processes”
On asymptotic behaviour of empirical processes
Effective processes in the sense of H. Steinhaus
K. Urbanik (1958)
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On a stochastic model of a cascade
K. Urbanik (1958)
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Change-point estimation from indirect observations. 1. Minimax complexity
A. Goldenshluger, A. Juditsky, A. B. Tsybakov, A. Zeevi (2008)
Annales de l'I.H.P. Probabilités et statistiques
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We consider the problem of nonparametric estimation of signal singularities from indirect and noisy observations. Here by singularity, we mean a discontinuity (change-point) of the signal or of its derivative. The model of indirect observations we consider is that of a linear transform of the signal, observed in white noise. The estimation problem is analyzed in a minimax framework. We provide lower bounds for minimax risks and propose rate-optimal estimation procedures.
Elementary inequalities between the expected values of current estimates of variance
Hugo Steinhaus (1948)
Colloquium Mathematicum
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