Oracle Wiener filtering of a Gaussian signal

zbMATH Open1249.60082MaRDI QIDQ2896752FDOQ2896752

E. Belitser, A. Babenko

Publication date: 16 July 2012

Published in: Theory of Stochastic Processes (Search for Journal in Brave)

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zbMATH Keywords

Gaussian processWiener filterBayesian oracleminimax pointwise risk

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Bayesian problems; characterization of Bayes procedures (62C10)

Cited In (1)

• Constrained Wiener filtering (Corresp.)

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