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Zapiski Nauchnykh Seminarov POMI, 2019, Volume 486, Pages 275–285
(Mi znsl6897)
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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
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.
Received: 25.11.2019
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
Linking options:
https://www.mathnet.ru/eng/znsl6897 https://www.mathnet.ru/eng/znsl/v486/p275
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Abstract page: | 57 | Full-text PDF : | 11 | References: | 8 |
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