Estimating a monotone function, being observe in the white noise
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 11, Tome 341 (2007), pp. 124-133 Cet article a éte moissonné depuis la source Math-Net.Ru

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Monotone functions on the segment is being observed in the Gaussian white noise. The Maximum Likelihood Estimator of such a function is of a piecewise continious sort. A limit theorem on the convergence rate of such an estimator is proved.
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K. L. Zilberburg. Estimating a monotone function, being observe in the white noise. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 11, Tome 341 (2007), pp. 124-133. http://geodesic.mathdoc.fr/item/ZNSL_2007_341_a6/

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