Estimation of a Function Observed in a Stationary Noise: Discretization
- Autores: Solev V.N.1
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Afiliações:
- St. Petersburg Department of the Steklov Mathematical Institute, St. Petersburg State University
- Edição: Volume 219, Nº 5 (2016)
- Páginas: 798-806
- Seção: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/238705
- DOI: https://doi.org/10.1007/s10958-016-3148-8
- ID: 238705
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Resumo
In this paper, we propose a new estimate of the unknown pseudo periodic function which is observed in stationary noise. We compare the accuracy of the proposed estimate with the minimax risk.
Sobre autores
V. Solev
St. Petersburg Department of the Steklov Mathematical Institute, St. Petersburg State University
Autor responsável pela correspondência
Email: vnsolev@gmail.com
Rússia, St. Petersburg
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