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Problemy Peredachi Informatsii, 1977, Volume 13, Issue 1, Pages 67–72 (Mi ppi1068)  
Methods of Signal Processing

Lower Bound on the Risk for Spectral Density Estimates

A. M. Samarov
Full-text PDF (471 kB)
Abstract: The problem of estimating the spectral density of a stationary Gaussian random sequence is considered. A minimax lower bound on the risk for the spectral density estimates is obtained that is exact in order of magnitude as the number of observations increases.
Received: 10.05.1976
Bibliographic databases:
Document Type: Article
UDC: 621.391.14
Language: Russian
Citation: A. M. Samarov, “Lower Bound on the Risk for Spectral Density Estimates”, Probl. Peredachi Inf., 13:1 (1977), 67–72; Problems Inform. Transmission, 13:1 (1977), 48–52
Citation in format AMSBIB
\Bibitem{Sam77}
\by A.~M.~Samarov
\paper Lower Bound on the Risk for Spectral Density Estimates
\jour Probl. Peredachi Inf.
\yr 1977
\vol 13
\issue 1
\pages 67--72
\mathnet{http://mi.mathnet.ru/ppi1068}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=494767}
\zmath{https://zbmath.org/?q=an:0355.62083}
\transl
\jour Problems Inform. Transmission
\yr 1977
\vol 13
\issue 1
\pages 48--52
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    		Проблемы передачи информации Problems of Information Transmission
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