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Zapiski Nauchnykh Seminarov POMI, 2015, Volume 441, Pages 286–298
(Mi znsl6239)
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This article is cited in 7 scientific papers (total in 7 papers)
Estimation of function observed in stationary noise: discretization
V. N. Solevab a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia
b St. Petersburg State University, St. Petersburg, Russia
Abstract:
In the article we propose a new estimation of the unknown pseudo periodic function which observed in stationary noise. We compare the accuracy of the proposed estimation with the minimax risk.
Key words and phrases:
pseudo periodic function, nonparametric estimating, process with stationary increments.
Received: 13.11.2015
Citation:
V. N. Solev, “Estimation of function observed in stationary noise: discretization”, Probability and statistics. Part 22, Zap. Nauchn. Sem. POMI, 441, POMI, St. Petersburg, 2015, 286–298; J. Math. Sci. (N. Y.), 219:5 (2016), 798–806
Linking options:
https://www.mathnet.ru/eng/znsl6239 https://www.mathnet.ru/eng/znsl/v441/p286
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