Adaptive estimation of function observed in Gaussian stationary noise

DOI10.1007/s10958-018-3717-0zbMath1388.62244OpenAlexW2794396410MaRDI QIDQ1746417

Valentin Solev

Publication date: 25 April 2018

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-018-3717-0

zbMATH Keywords

adaptive estimation of unknown pseudoperiodic functionGaussian stationary noise

Mathematics Subject Classification ID

Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10)

Related Items (1)

Estimation of a vector-valued function in a stationary Gaussian noise

Cites Work

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• Minimax risk over hyperrectangles, and implications
• The minimax estimator of the pseudo-periodic function observed in the stationary noise
• Conditions of local asymptotic normality for Gaussian stationary processes
• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes

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