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Licensed Unlicensed Requires Authentication Published by De Gruyter October 19, 2009

Minimax estimators for linear models with nonrandom disturbances

  • N. CHRISTOPEIT and V. L. GIRKO
From the journal Random Operators and Stochastic Equations
https://doi.org/10.1515/rose.1995.3.4.361
Published Online: 2009-10-19
Published in Print: 1995

Walter de Gruyter

From the journal
Random Operators and Stochastic Equations
Random Operators and Stochastic Equations
Volume 3 Issue 4

Journal and Issue

Articles in the same Issue

Gaussian approximation of stochastic processes with the linear regression
Multivalued limit laws applied to stochastic optimization
An asymptotic expansion for the density of states of a random Schrödinger operator with Bernoulli disorder
On stability of linear stochastic differential equations
Problems on discord of stochastic processes
Minimax estimators for linear models with nonrandom disturbances
The Elliptic Law: ten years later II
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