Title of article :
Maximum likelihood estimation of a nonparametric signal in white noise by optimal control
Author/Authors :
G. N. Milstein، نويسنده , , M. Nussbaum، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2001
Keywords :
Nonparametric signal in white noise , maximum likelihood , Smoothness classes , Extremal problems , Optimalcontrol , Iterative solution
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters