The Pinsker bound in mixed Gaussian white noise

zbMath1005.62076MaRDI QIDQ1856451

Marc Hoffmann, Sylvain Delattre

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

Gaussian white noiselinear filteringminimax estimationPinsker boundmixed normalityancillary statisticsnonparametric L2-efficiencySobolev ellipsoids

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)

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