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Estimation of spectral density of Gaussian sequence of observations in additive noise - MaRDI portal

Estimation of spectral density of Gaussian sequence of observations in additive noise (Q1080600)

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scientific article; zbMATH DE number 3967747
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English
Estimation of spectral density of Gaussian sequence of observations in additive noise
scientific article; zbMATH DE number 3967747

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    Estimation of spectral density of Gaussian sequence of observations in additive noise (English)
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    1984
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    Translation from Probl. Peredachi Inf. 20, No.4, 51-63 (Russian) (1984; Zbl 0562.62081).
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    asymptotic minimax risk
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    independent Gaussian stationary sequences
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    spectral densities
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