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Adaptive Estimation of Function Observed in Gaussian Stationary Noise

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An adaptive estimation of unknown pseudoperiodic function observing in stationary noise with unknown spectral density from a given class is proposed. The accuracy of the proposed estimation is compared with the minimax risk and a lower bound for the minimax risk is established.

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Authors and Affiliations

  1. St. Petersburg Department of the Steklov Mathematical Institute, St. Petersburg, Russia

    V. N. Solev

  2. St. Petersburg State University, St. Petersburg, Russia

    V. N. Solev

Authors
  1. V. N. Solev
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Correspondence to V. N. Solev.

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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 454, 2016, pp. 261–275.

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Solev, V.N. Adaptive Estimation of Function Observed in Gaussian Stationary Noise. J Math Sci 229, 772–781 (2018). https://doi.org/10.1007/s10958-018-3717-0

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  • DOI: https://doi.org/10.1007/s10958-018-3717-0

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