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Zapiski Nauchnykh Seminarov POMI, 2019, Volume 486, Pages 275–285 (Mi znsl6897)  
This article is cited in 2 scientific papers (total in 2 papers)

Estimation of a vector valued function in a Gaussian stationary noise

V. N. Solev

St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
Full-text PDF (174 kB) Citations (2)
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Abstract: In the paper, we construct the lower bound of the minimax risk in the estimation problem, as we observe the unknoun pseudo-periodic vector-function in a Gaussian stationary noise with the spectral density satisfying the vector version of the Muckenhoupt 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: 25.11.2019
Document Type: Article
UDC: 519.2
Language: Russian
Citation: V. N. Solev, “Estimation of a vector valued function in a Gaussian stationary noise”, Probability and statistics. Part 28, Zap. Nauchn. Sem. POMI, 486, POMI, St. Petersburg, 2019, 275–285
Citation in format AMSBIB
\Bibitem{Sol19}
\by V.~N.~Solev
\paper Estimation of a vector valued function in a Gaussian stationary noise
\inbook Probability and statistics. Part~28
\serial Zap. Nauchn. Sem. POMI
\yr 2019
\vol 486
\pages 275--285
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6897}
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  • https://www.mathnet.ru/eng/znsl/v486/p275
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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