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Zapiski Nauchnykh Seminarov POMI, 2018, Volume 474, Pages 222–232 (Mi znsl6681)  
Estimation of function in Gaussian stationary noise: new spectral condition

V. N. Solevab

a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia
b Saint Petersburg State University, Saint Petersburg, Russia
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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 the spectral density satisfying the new spectral condition.
Key words and phrases: pseudo periodic function, nonparametric estimating, process with stationary increments.
Funding agency Grant number
Russian Foundation for Basic Research 17-01-00828_а
Russian Academy of Sciences - Federal Agency for Scientific Organizations
Received: 10.11.2018
Document Type: Article
UDC: 519.2
Language: Russian
Citation: V. N. Solev, “Estimation of function in Gaussian stationary noise: new spectral condition”, Probability and statistics. Part 27, Zap. Nauchn. Sem. POMI, 474, POMI, St. Petersburg, 2018, 222–232
Citation in format AMSBIB
\Bibitem{Sol18}
\by V.~N.~Solev
\paper Estimation of function in Gaussian stationary noise: new spectral condition
\inbook Probability and statistics. Part~27
\serial Zap. Nauchn. Sem. POMI
\yr 2018
\vol 474
\pages 222--232
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6681}
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