Minimax estimation in a deconvolution problem

DOI10.1088/0305-4470/25/5/030zbMath0765.62080OpenAlexW2089012015MaRDI QIDQ4008089

Mikhail Sergeevich Ermakov

Publication date: 27 September 1992

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/25/5/030

zbMATH Keywords

Sobolev spaceasymptotic efficiencystationary Gaussian processspectral densityconvolution equationFourier transformationrandom noisedeconvolution problemestimation of derivativesexact asymptotics of minimax riskWiener filtration

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Nonparametric inference (62G99)

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