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Zapiski Nauchnykh Seminarov POMI, 2006, Volume 339, Pages 102–110
(Mi znsl160)
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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
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
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
Linking options:
https://www.mathnet.ru/eng/znsl160 https://www.mathnet.ru/eng/znsl/v339/p102
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