A local version of the Muckenhoupt condition and the accuracy of estimation of an unknown pseudoperiodic function in stationary noise

DOI10.1007/S10958-020-04661-ZMaRDI QIDQ2199138zbMATHOpenAlexWikidataFDO

Authors Valentin N. Solev

Publication date 16 September 2020

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

Full work available at URL https://doi.org/10.1007/s10958-020-04661-z

zbMATH Keywords

minimax riskstationary noiseestimation of pseudoperiodic functions

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Functional data analysis (62R10) Maximal functions, Littlewood-Paley theory (42B25) Foundations of stochastic processes (60G05)

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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?)
• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes

Cited in

(3)

• Adaptive estimation of function observed in Gaussian stationary noise
• Estimation of a vector-valued function in a stationary Gaussian noise
• Estimation of a function in a Gaussian stationary noise

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