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On one property of the Wiener integral and its statistical application
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Petre Babilua
Published/Copyright:
August 19, 2009
Abstract
For the Wiener integral, one property of inversion is established. This property is used for the construction of nonparametric statistical estimation of the unknown logarithmic derivative for the distribution of random processes, which is observed in Wiener noise.
Received: 2009-01-12
Published Online: 2009-08-19
Published in Print: 2009-August
© de Gruyter 2009
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Articles in the same Issue
- Cumulants of infinitely divisible distributions
- Sum of the sample autocorrelation function
- Tail behavior of the Laplace and logistic distributions
- On Brownian motion on the plane with membranes on rays with a common endpoint
- Multi-step random iterations for approximating fixed points of asymptotically nonexpansive random operators in the intermediate sense
- On one property of the Wiener integral and its statistical application
- Asymptotic expansion for the distribution of a Markovian random motion
- On the formula of integration by parts with respect to a random measure
