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The minimax estimator of the pseudo-periodic function observed in the stationary noise

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Publication:1759555
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DOI10.3103/S106345411002007XzbMath1264.93239MaRDI QIDQ1759555

S. V. Reshetov

Publication date: 21 November 2012

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)


zbMATH Keywords

Wiener processestimation of unknown functionsobservable process


Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)


Related Items (3)

The Mackenhoupt condition and an estimating problem ⋮ Adaptive estimation of function observed in Gaussian stationary noise ⋮ Estimation of a vector-valued function in a stationary Gaussian noise




Cites Work

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  • Asymptotic bounds on the quality of the nonparametric regression estimation in \(L_ p\)
  • Minimax risk over hyperrectangles, and implications
  • Spline smoothing in regression models and asymptotic efficiency in \(L_ 2\)
  • Optimal filtering of square-integrable signals in Gaussian noise
  • Conditions of local asymptotic normality for Gaussian stationary processes
  • Lower bounds of risk for the problem of estimation of a pseudo-periodic function which is observed in white noise




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