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 QIDQ2199138zbMATH OpenOpenAlexWikidataFDO

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

estimation of pseudoperiodic functionsminimax riskstationary noise

Mathematics Subject Classification ID

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

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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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