Estimation of square integrable density on the basis of a sequence of observations

zbMath0524.62095MaRDI QIDQ584879

S. Yu. Efrojmovich, M. S. Pinsker

Publication date: 1982

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

spectral density estimationminimax riskstationary Gaussian sequence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

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