Email this article Estimation of a Function Observed in a Stationary Noise: Discretization
- Authors: Solev V.N.1
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Affiliations:
- St. Petersburg Department of the Steklov Mathematical Institute, St. Petersburg State University
- Issue: Vol 219, No 5 (2016)
- Pages: 798-806
- Section: Article
- URL: https://journal-vniispk.ru/1072-3374/article/view/238705
- DOI: https://doi.org/10.1007/s10958-016-3148-8
- ID: 238705
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Abstract
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.
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
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