On the Minimax Estimation Problem of a Fractional Derivative
Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 4, pp. 658-677
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We consider the problem of minimax estimating the fractional derivative of the order $-\frac12$ 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.
Keywords:
fractional derivative, second-order minimax risk, Wicksell problem.
@article{TVP_2001_46_4_a2,
author = {G. K. Golubev and F. N. Enikeeva},
title = {On the {Minimax} {Estimation} {Problem} of a {Fractional} {Derivative}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {658--677},
year = {2001},
volume = {46},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2001_46_4_a2/}
}
G. K. Golubev; F. N. Enikeeva. On the Minimax Estimation Problem of a Fractional Derivative. Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 4, pp. 658-677. http://geodesic.mathdoc.fr/item/TVP_2001_46_4_a2/