Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 3, pp. 533-546
Citer cet article
Z. G. Maimin. On the detection of the deterministing component of a random field. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 3, pp. 533-546. http://geodesic.mathdoc.fr/item/TVP_1974_19_3_a5/
@article{TVP_1974_19_3_a5,
author = {Z. G. Maimin},
title = {On the detection of the deterministing component of a~random field},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {533--546},
year = {1974},
volume = {19},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_3_a5/}
}
TY - JOUR
AU - Z. G. Maimin
TI - On the detection of the deterministing component of a random field
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1974
SP - 533
EP - 546
VL - 19
IS - 3
UR - http://geodesic.mathdoc.fr/item/TVP_1974_19_3_a5/
LA - ru
ID - TVP_1974_19_3_a5
ER -
%0 Journal Article
%A Z. G. Maimin
%T On the detection of the deterministing component of a random field
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1974
%P 533-546
%V 19
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1974_19_3_a5/
%G ru
%F TVP_1974_19_3_a5
The problem of “opitimal” detection of the trend $f(t)$ is considered for the random field $\xi(t)$ defined by equation (1). A system of equations for linear minimax estimates of coefficients of $f(t)$ being obtained, the existence and uniqueness of these estimates are proved.