Estimation of a function observed in a stationary noise: discretization

DOI10.1007/S10958-016-3148-8zbMath1358.62070OpenAlexW2540055319MaRDI QIDQ504007

Valentin Solev

Publication date: 24 January 2017

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

Full work available at URL: https://doi.org/10.1007/s10958-016-3148-8

zbMATH Keywords

minimaxstationary noiseestimation of a functionpseudo periodic function

Mathematics Subject Classification ID

Density estimation (62G07) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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
• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes

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