Self-tuning algorithm for minimax nonparametric estimation of spectral density (Q578830)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-tuning algorithm for minimax nonparametric estimation of spectral density |
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Self-tuning algorithm for minimax nonparametric estimation of spectral density (English)
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1986
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The authors construct an adaptive algorithm for minimax nonparametric estimators of an unknown spectral density, which does not require a priori knowledge of any constants, and can be constructed from the observations only.
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ellipsoid
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Hilbert space
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adaptive algorithm
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minimax nonparametric estimators
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spectral density
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