Adaptive Estimation of Function Observed in Gaussian Stationary Noise
- 作者: Solev V.N.1,2
-
隶属关系:
- St. Petersburg Department of the Steklov Mathematical Institute
- St. Petersburg State University
- 期: 卷 229, 编号 6 (2018)
- 页面: 772-781
- 栏目: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/240571
- DOI: https://doi.org/10.1007/s10958-018-3717-0
- ID: 240571
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详细
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.
作者简介
V. Solev
St. Petersburg Department of the Steklov Mathematical Institute; St. Petersburg State University
编辑信件的主要联系方式.
Email: vnsolev@gmail.com
俄罗斯联邦, St. Petersburg; St. Petersburg
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