On adaptive estimation of linear functionals from observations against white noise (Q784386)
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scientific article
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English | On adaptive estimation of linear functionals from observations against white noise |
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On adaptive estimation of linear functionals from observations against white noise (English)
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3 August 2020
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linear functional
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white Gaussian noise
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Wiener process
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projection estimate
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risk envelope
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adaptive estimation
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Akaike method
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soft thresholding
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singular value decomposition
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spectral regularization
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