On the Minimax Estimation Problem of a Fractional Derivative

Autor:	Farida Enikeeva, G. G. Golubev
Rok vydání:	2002
Předmět:	Statistics and Probability Statistics::Theory White noise Function (mathematics) Minimax Minimax approximation algorithm Upper and lower bounds Fractional calculus symbols.namesake Wiener process Gaussian noise Calculus symbols Applied mathematics Statistics Probability and Uncertainty Mathematics
Zdroj:	Theory of Probability & Its Applications. 46:619-635
ISSN:	1095-7219 0040-585X
DOI:	10.1137/s0040585x97979251
Popis:	We consider the problem of minimax estimating the fractional derivative of the order~$-\frac{1}{2}$ of an unknown function in the Gaussian white noise model. This problem is closely related to the well-known Wicksell problem. In this paper the second-order minimax approach is developed.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::68f12b4e20777bc44bfd9bc0b4491a4f https://doi.org/10.1137/s0040585x97979251 Zobrazit plný text záznamu Plný text ve formátu PDF