An estimation of function in Gaussian stationary noise: new spectral condition

DOI10.1007/S10958-020-05075-7zbMath1451.62104OpenAlexW3092995288MaRDI QIDQ2206303

Valentin Solev

Publication date: 22 October 2020

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

Full work available at URL: https://doi.org/10.1007/s10958-020-05075-7

zbMATH Keywords

minimax riskspectral conditionGaussian stationary noiseestimation of function

Mathematics Subject Classification ID

Density estimation (62G07) Gaussian processes (60G15) Minimax procedures in statistical decision theory (62C20) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Minimax risk over hyperrectangles, and implications
• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes
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