Adaptive Estimation of Function Observed in Gaussian Stationary Noise
- Авторлар: Solev V.N.1,2
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Мекемелер:
- St. Petersburg Department of the Steklov Mathematical Institute
- St. Petersburg State University
- Шығарылым: Том 229, № 6 (2018)
- Беттер: 772-781
- Бөлім: Article
- URL: https://journal-vniispk.ru/1072-3374/article/view/240571
- DOI: https://doi.org/10.1007/s10958-018-3717-0
- ID: 240571
Дәйексөз келтіру
Аннотация
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.
Авторлар туралы
V. Solev
St. Petersburg Department of the Steklov Mathematical Institute; St. Petersburg State University
Хат алмасуға жауапты Автор.
Email: vnsolev@gmail.com
Ресей, St. Petersburg; St. Petersburg
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