Estimation of a Function Observed in a Stationary Noise: Discretization


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In this paper, we propose a new estimate of the unknown pseudo periodic function which is observed in stationary noise. We compare the accuracy of the proposed estimate with the minimax risk.

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V. Solev

St. Petersburg Department of the Steklov Mathematical Institute, St. Petersburg State University

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Email: vnsolev@gmail.com
俄罗斯联邦, St. Petersburg

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