Optimal statistical estimates of a periodic function observed in random noise
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Publication:1079310
DOI10.1007/BF00970341zbMath0597.62092MaRDI QIDQ1079310
Publication date: 1984
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
rate of convergencefilteringstationary processspectral densityfunctionFejer kerneloptimal estimateL sup 2 convergenceperiodic meanstationary in the wide sense
Inference from stochastic processes and prediction (62M20) Non-Markovian processes: estimation (62M09) Signal detection and filtering (aspects of stochastic processes) (60G35)
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