The Mackenhoupt condition and an estimating problem

DOI10.1007/S10958-016-2797-YMaRDI QIDQ292331zbMATH OpenOpenAlexFDO

Authors Valentin N. Solev

Publication date 8 June 2016

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

Full work available at URL https://doi.org/10.1007/s10958-016-2797-y

zbMATH Keywords

estimationGaussian processesHilbert transformMuckenhoupt conditionstationary increments

Mathematics Subject Classification ID

Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Special integral transforms (Legendre, Hilbert, etc.) (44A15) Stationary stochastic processes (60G10) Gaussian processes (60G15) Nonparametric estimation (62G05)

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Cites work

• Continuous frame decomposition and a vector Hunt-Muckenhoupt-Wheeden theorem
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• scientific article; zbMATH DE number 3736133 (Why is no real title available?)
• scientific article; zbMATH DE number 3784161 (Why is no real title available?)
• scientific article; zbMATH DE number 3338213 (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
• Prediction problems and the Hunt-Muckenhoupt-Wheeden condition.
• The accuracy of the method of least squares
• The minimax estimator of the pseudo-periodic function observed in the stationary noise
• Weighted Norm Inequalities for the Conjugate Function and Hilbert Transform

Cited in

(2)

• Estimation of a vector-valued function in a stationary Gaussian noise
• A Sparse Estimate for Multisublinear Forms Involving Vector-valued Maximal Functions

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