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Zapiski Nauchnykh Seminarov POMI, 2006, Volume 339, Pages 102–110 (Mi znsl160)  

This article is cited in 1 scientific paper (total in 1 paper)

Lower bounds of risk at the problem of estimating of pseudo-periodic function, which is observed in white noise

S. V. Reshetov

Saint-Petersburg State University
Full-text PDF (164 kB) Citations (1)
References:
Abstract: We consider the estimating problem, as we observe on large interval $[-T,T]$ a pseudo-periodic function in white noise. We construct a lower minimax bound of the risk of all estimators.
Received: 08.12.2006
English version:
Journal of Mathematical Sciences (New York), 2007, Volume 145, Issue 2, Pages 4894–4899
DOI: https://doi.org/10.1007/s10958-007-0323-y
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: S. V. Reshetov, “Lower bounds of risk at the problem of estimating of pseudo-periodic function, which is observed in white noise”, Probability and statistics. Part 10, Zap. Nauchn. Sem. POMI, 339, POMI, St. Petersburg, 2006, 102–110; J. Math. Sci. (N. Y.), 145:2 (2007), 4894–4899
Citation in format AMSBIB
\Bibitem{Res06}
\by S.~V.~Reshetov
\paper Lower bounds of risk at the problem of estimating of pseudo-periodic function, which is
observed in white noise
\inbook Probability and statistics. Part~10
\serial Zap. Nauchn. Sem. POMI
\yr 2006
\vol 339
\pages 102--110
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl160}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2355404}
\zmath{https://zbmath.org/?q=an:05161482}
\elib{https://elibrary.ru/item.asp?id=9305307}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2007
\vol 145
\issue 2
\pages 4894--4899
\crossref{https://doi.org/10.1007/s10958-007-0323-y}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-34547650662}
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  • https://www.mathnet.ru/eng/znsl/v339/p102
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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