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

Voir la notice de l'article provenant de la source Math-Net.Ru

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.
@article{ZNSL_2007_341_a6,
     author = {K. L. Zilberburg},
     title = {Estimating a~monotone function, being observe in the white noise},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {124--133},
     publisher = {mathdoc},
     volume = {341},
     year = {2007},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2007_341_a6/}
}
TY  - JOUR
AU  - K. L. Zilberburg
TI  - Estimating a~monotone function, being observe in the white noise
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2007
SP  - 124
EP  - 133
VL  - 341
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2007_341_a6/
LA  - ru
ID  - ZNSL_2007_341_a6
ER  - 
%0 Journal Article
%A K. L. Zilberburg
%T Estimating a~monotone function, being observe in the white noise
%J Zapiski Nauchnykh Seminarov POMI
%D 2007
%P 124-133
%V 341
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZNSL_2007_341_a6/
%G ru
%F ZNSL_2007_341_a6
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/