Minimax lower bound for time-varying frequency estimation of harmonic signal

DOI10.1109/78.735299zbMath0987.94006OpenAlexW2159263703MaRDI QIDQ2724221

Alexander Nazin, Vladimir Katkovnik

Publication date: 24 July 2001

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.735299

zbMATH Keywords

Fourier analysisspectrum analysisnon-parametric estimationtime-varying frequencyasymptotic minimax lower boundmean squared error of estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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