Adaptive estimation of function observed in Gaussian stationary noise

DOI10.1007/S10958-018-3717-0MaRDI QIDQ1746417zbMATH OpenOpenAlexFDO

Authors Valentin N. Solev

Publication date 25 April 2018

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-018-3717-0

zbMATH Keywords

adaptive estimation of unknown pseudoperiodic functionGaussian stationary noise

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09)

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Cites work

• Conditions of local asymptotic normality for Gaussian stationary processes
• 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
• The minimax estimator of the pseudo-periodic function observed in the stationary noise

Cited in

(10)

• Signal representation using adaptive normalized Gaussian functions
• Estimation of a function observed with a stationary error
• Adaptive estimation of functions with jumps.
• Estimation of a vector-valued function in a stationary Gaussian noise
• On estimation of functions of a parameter observed in Gaussian noise
• Adaptive minimax estimation of a fractional derivative
• Estimation of a function in a Gaussian stationary noise
• scientific article; zbMATH DE number 4174408 (Why is no real title available?)
• Estimation of a function observed in a stationary noise: discretization
• Adaptive estimation of stationary Gaussian fields

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