RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB
General information
Latest issue
Archive
Impact factor
Subscription
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teor. Veroyatnost. i Primenen., 1973, Volume 18, Issue 4, Pages 804–808 (Mi tvp4368)  

Short Communications

Estimation of the mean of a Wiener process observed on an infinite interval

I. Sh. Ibramhalilov, A. V. Skorokhod


Abstract: Let $\omega(t)$ be a Wiener process, $\mathbf{M}\omega(t)=0$, $\mathbf{D}\omega(t)=t$, $\varphi(t)$, $t\in[0,\infty]$ be a function form a set $M\subset C_{[0,\infty)}$ and $x(t)=\omega(t)+\varphi(t)$ be the observation process.
In the paper, conditions on the set $M$ are given under which there exist a consistent estimate of $\varphi$.

Full text: PDF file (638 kB)

English version:
Theory of Probability and its Applications, 1974, 18:4, 767–771

Bibliographic databases:

Received: 28.09.1972

Citation: I. Sh. Ibramhalilov, A. V. Skorokhod, “Estimation of the mean of a Wiener process observed on an infinite interval”, Teor. Veroyatnost. i Primenen., 18:4 (1973), 804–808; Theory Probab. Appl., 18:4 (1974), 767–771

Citation in format AMSBIB
\Bibitem{IbrSko73}
\by I.~Sh.~Ibramhalilov, A.~V.~Skorokhod
\paper Estimation of the mean of a Wiener process observed on an infinite interval
\jour Teor. Veroyatnost. i Primenen.
\yr 1973
\vol 18
\issue 4
\pages 804--808
\mathnet{http://mi.mathnet.ru/tvp4368}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=331677}
\zmath{https://zbmath.org/?q=an:0301.62053}
\transl
\jour Theory Probab. Appl.
\yr 1974
\vol 18
\issue 4
\pages 767--771
\crossref{https://doi.org/10.1137/1118096}


Linking options:
  • http://mi.mathnet.ru/eng/tvp4368
  • http://mi.mathnet.ru/eng/tvp/v18/i4/p804

    SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru


    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles
  • Теория вероятностей и ее применения Theory of Probability and its Applications
    Number of views:
    This page:97
    Full text:61

     
    Contact us:
     Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2020