On a stochastic renewal problem

被引：6
|
作者：
Darkhovskii, BS [1 ]
机构：
[1] RAN, Inst Syst Anal, Moscow, Russia
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 1999年 / 43卷 / 02期
关键词：
minimax estimation; recovery of a linear functional;
D O I：
10.1137/S0040585X9797688X
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider the problem of recovery (minimax estimation) of a linear functional under random errors in observations. An estimate of the loss of quality, due to employing linear methods of recovery, is obtained. A new formalization is also proposed for an informative problem of recovery under random errors in information which permits, in various cases, an effective determination of optimal solution without passing to asymptotics in noise.
引用
收藏
页码：282 / 288
页数：7
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