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Zapiski Nauchnykh Seminarov POMI, 2017, Volume 466, Pages 289–299
(Mi znsl6555)
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This article is cited in 4 scientific papers (total in 4 papers)
A local version of the Muckenhoupt condition and the accuracy of estimation of the unknown pseudo periodic function in stationary noise
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 paper, we construct the lower and upper bounds of the minimax risk in the estimation problem, as we observe the unknoun pseudo periodic function in stationary noise with a density satisfying the local version of the Muckenhoupt condition.
Key words and phrases:
pseudo periodic function, nonparametric estimating, process with stationary increments.
Received: 13.11.2017
Citation:
V. N. Solev, “A local version of the Muckenhoupt condition and the accuracy of estimation of the unknown pseudo periodic function in stationary noise”, Probability and statistics. Part 26, Zap. Nauchn. Sem. POMI, 466, POMI, St. Petersburg, 2017, 289–299
Linking options:
https://www.mathnet.ru/eng/znsl6555 https://www.mathnet.ru/eng/znsl/v466/p289
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Abstract page: | 144 | Full-text PDF : | 39 | References: | 36 |
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