Estimation of nonlinear functionals revisited
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 14–1, Tome 363 (2009), pp. 126-138
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After the overview of known results concerning estimating the linear and nonlinear functionals of the density for i.i.d. observations and for functionals of the signal observed in the White Gaussian Noise (WGN) with small intensity we consider the similar problems for the observation the Poisson random process. Asymptotically efficient estimates of the once Frechet differentiable functionals are proposed. Bibl. – 10 titles.
@article{ZNSL_2009_363_a6,
author = {R. Khasminskii},
title = {Estimation of nonlinear functionals revisited},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {126--138},
publisher = {mathdoc},
volume = {363},
year = {2009},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2009_363_a6/}
}
R. Khasminskii. Estimation of nonlinear functionals revisited. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 14–1, Tome 363 (2009), pp. 126-138. http://geodesic.mathdoc.fr/item/ZNSL_2009_363_a6/