Email this article Adaptive Estimation of Function Observed in Gaussian Stationary Noise
- Authors: Solev V.N.1,2
-
Affiliations:
- St. Petersburg Department of the Steklov Mathematical Institute
- St. Petersburg State University
- Issue: Vol 229, No 6 (2018)
- Pages: 772-781
- Section: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/240571
- DOI: https://doi.org/10.1007/s10958-018-3717-0
- ID: 240571
Cite item
Open Access
Access granted
Subscription Access
Abstract
An adaptive estimation of unknown pseudoperiodic function observing in stationary noise with unknown spectral density from a given class is proposed. The accuracy of the proposed estimation is compared with the minimax risk and a lower bound for the minimax risk is established.
About the authors
V. N. Solev
St. Petersburg Department of the Steklov Mathematical Institute; St. Petersburg State University
Author for correspondence.
Email: vnsolev@gmail.com
Russian Federation, St. Petersburg; St. Petersburg
Supplementary files
