Jump to ContentJump to Main Navigation

Online

149,00 € / $224.00*

* Prices subject to change. Shipping costs will be added if applicable.
Publication Date:
August 2009
ISSN:
1569-397X
DOI:
10.1515/ROSE.2009.012

See all formats and pricing

Online
Individual Subscription Online only
Euro [D] 149.00
RRP for USA, Canada, Mexico
US$ 224.00 *
Print
Individual Subscription Online only
Euro [D] 982.00
RRP for USA, Canada, Mexico
US$ 1474.00 *
Print + Online
Individual Subscription Online only
Euro [D] 1179.00
RRP for USA, Canada, Mexico
US$ 1769.00 *
*Prices subject to change. Shipping costs will be added if applicable.

Random Operators and Stochastic Equations

Editor-in-Chief: Girko, Vyacheslav

Managing Editor: Molchanov, S.

Editorial Board Member: Accardi, L. / Albeverio, Sergio / Carmona, R. / Casati, G. / Christopeit, N. / Domanski, C. / Drygas, Hilmar / Gupta, A.K. / Ibragimov, I. / Kirsch, Werner / Klein, A. / Kondratyev, Yuri / Kurotschka, V. / Leonenko, N. / Loubaton, Philippe / Orsingher, E. / Pastur, L. / Rodrigues, Waldyr A. / Shiryaev, Albert / Turbin, A.F. / Veretennikov, Alexandre

4 Issues per year

Mathematical Citation Quotient 2011: 0.14

VolumeIssuePage

Issues

Ahead of print >

Volume 21 (2013)

Volume 20 (2012)

Volume 19 (2011)

Volume 18 (2010)

Volume 17 (2009)

Volume 16 (2008)

Volume 15 (2007)

Volume 14 (2006)

Volume 13 (2005)

Volume 12 (2004)

Volume 11 (2003)

Volume 10 (2002)

Volume 9 (2001)

Volume 8 (2000)

Volume 7 (1999)

Volume 6 (1998)

Volume 5 (1997)

Volume 4 (1996)

Volume 3 (1995)

Volume 2 (1994)

Volume 1 (1993)

Most Downloaded Articles

  1. Masthead
  2. On fractional derivatives of the local time of a symmetric stable process as a doubly indexed process by Ait Ouahra, Mohamed/ Kissami, Abdelghani and Ouahhabi, Hanae
  3. The relaxed optimal control problem of forward-backward stochastic doubly systems with Poisson jumps and its application to LQ problem by Chala, Adel
  4. The Kakutani–Hellinger affinity of processes of Itô processes driven by Poisson random measures by Hausenblas, Erika
  5. Likelihood procedure for testing change point hypothesis for multivariate Gaussian model by CHEN, JIE and GUPTA, A. K.

30,00 € / $42.00*

30,00 € / $42.00

Get Access to Full Text
(PDF, 138 KB)

On one property of the Wiener integral and its statistical application

Petre Babilua1 / Elizbar Nadaraya2 / Albert Shatashvili3 / Grigol Sokhadze4

1Faculty of Exact and Natural Sciences, Iv. Javakhishvili Tbilisi State University 2, University St., Tbilisi 0143, Georgia. Email: p_babilua@yahoo.com

2Faculty of Exact and Natural Sciences, Iv. Javakhishvili Tbilisi State University, 2, University St., Tbilisi 0143, Georgia. Email: elizbar.nadaraya@tsu.ge

3Institute of Applied Mathematics and Mechanics, R. Luxemburg str. 74, Donetsk 83055, Ukraine. Email: shatal@bk.ru

4A. Tsereteli State University 59, Tamar Mepe St., Kutaisi 4600, Georgia. Email: giasokhi1@i.ua

Citation Information: Random Operators and Stochastic Equations. Volume 17, Issue 2, Pages 173–187, ISSN (Online) 1569-397x, ISSN (Print) 0926-6364, DOI: 10.1515/ROSE.2009.012, August 2009

Publication History:
Received:
2009-01-12
Published Online:
2009-08-19

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.

Key words.: Wiener integral; logarithmic derivative; nonparametric estimator

Comments (0)

Please log in or register to comment.