On adaptive estimation of linear functionals from observations against white noise (Q784386)

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scientific article; zbMATH DE number 7226809
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On adaptive estimation of linear functionals from observations against white noise
scientific article; zbMATH DE number 7226809

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    On adaptive estimation of linear functionals from observations against white noise (English)
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    3 August 2020
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    linear functional
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    white Gaussian noise
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    Wiener process
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    projection estimate
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    risk envelope
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    adaptive estimation
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    Akaike method
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    soft thresholding
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    singular value decomposition
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    spectral regularization
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