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Zapiski Nauchnykh Seminarov POMI, 2023, Volume 526, Pages 193–206
(Mi znsl7387)
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BMO space and the problem of estimating a function in stationary noise
V. N. Solevab a Saint Petersburg State University
b St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
Abstract:
In this paper, we construct lower and upper bounds for minimax risk in the problem of estimating the unknown pseudo-periodic function observed in the stationary noise with a spectral density satisfying the Muckenhoupt condition, with some a priori information about the behavior of the spectral density in the neighborhood of the spectrum of the signal.
Key words and phrases:
pseudo periodic function, nonparametric estimating, process with stationary increments.
Received: 20.11.2023
Citation:
V. N. Solev, “BMO space and the problem of estimating a function in stationary noise”, Probability and statistics. Part 35, Zap. Nauchn. Sem. POMI, 526, POMI, St. Petersburg, 2023, 193–206
Linking options:
https://www.mathnet.ru/eng/znsl7387 https://www.mathnet.ru/eng/znsl/v526/p193
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Abstract page: | 49 | Full-text PDF : | 14 | References: | 20 |
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