Estimation of a function observed in a stationary noise: discretization

DOI10.1007/S10958-016-3148-8MaRDI QIDQ504007zbMATH OpenOpenAlexFDO

Authors Valentin N. 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

minimaxestimation of a functionpseudo periodic functionstationary noise

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3844864 (Why is no real title available?)
• scientific article; zbMATH DE number 3736133 (Why is no real title available?)
• scientific article; zbMATH DE number 3199974 (Why is no real title available?)
• Minimax risk over hyperrectangles, and implications
• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes

Cited in

(6)

• Estimation of a function in a Gaussian stationary noise
• Estimating a function from ergodic samples with additive noise
• Adaptive estimation of function observed in Gaussian stationary noise
• Estimation of a vector-valued function in a stationary Gaussian noise
• The minimax estimator of the pseudo-periodic function observed in the stationary noise
• Estimation of the distribution function of noise in stationary processes

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