Asymptotic Accuracy in Estimation of a Fractional Signal in a Small White Noise

Marina Kleptsyna, Dmytro Marushkevych, P. Yu. Chigansky

Type: Article

Publication Date: 2020-03-01

Citations: 3

DOI: https://doi.org/10.1134/s0005117920030030

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Automation and Remote Control - View
arXiv (Cornell University) - View - PDF

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Works That Cite This (3)

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+ PDF Chat	L2-small ball asymptotics for Gaussian random functions: A survey	2023	Alexander I. Nazarov Yulia Petrova
+ PDF Chat	Sharp asymptotics in a fractional Sturm-Liouville problem	2021	P. Chigansky Marina Kleptsyna
+ PDF Chat	Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics	2022	D. Afterman P. Chigansky Marina Kleptsyna Dmytro Marushkevych

Works Cited by This (6)

Action	Title	Year	Authors
+	Introduction to Nonparametric Estimation	2008	Alexandre B. Tsybakov
+	Statistics of Random Processes	2021	Michael F. Insana
+	Asymptotic Distribution of Eigenvalues of the Kernel in the Kirkwood-Riseman Integral Equation	1971	Seiji Ukai
+	7. Boundary Value Problems	2000	Lloyd N. Trefethen
+	Exact asymptotics in eigenproblems for fractional Brownian covariance operators	2017	P. Chigansky Marina Kleptsyna
+	Statistics of Random Processes	2001	R. Liptser Albert N. Shiryaev