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Zapiski Nauchnykh Seminarov POMI, 2020, Volume 495, Pages 277–290
(Mi znsl7009)
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This article is cited in 1 scientific paper (total in 1 paper)
Estimation of a 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 upper bounds of the minimax risk in the estimation problem, as we observe the unknoun pseudo periodic function in a Gaussian stationary noise with the spectral density satisfying some local version of the Muckenhoupt condition.
Key words and phrases:
pseudo periodic function, nonparametric estimating, process with stationary increments.
Received: 15.09.2020
Citation:
V. N. Solev, “Estimation of a function in a Gaussian stationary noise”, Probability and statistics. Part 29, Zap. Nauchn. Sem. POMI, 495, POMI, St. Petersburg, 2020, 277–290
Linking options:
https://www.mathnet.ru/eng/znsl7009 https://www.mathnet.ru/eng/znsl/v495/p277
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Abstract page: | 76 | Full-text PDF : | 25 | References: | 15 |
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