Estimation of a function observed in a stationary noise: discretization

DOI10.1007/S10958-016-3148-8zbMATH Open1358.62070OpenAlexW2540055319MaRDI QIDQ504007FDOQ504007

Authors: Valentin N. Solev 

Publication date: 24 January 2017

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

Full work available at URL: https://doi.org/10.1007/s10958-016-3148-8

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zbMATH Keywords

minimaxestimation of a functionpseudo periodic functionstationary noise

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

Cites Work

• Title not available (Why is that?)
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• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes
• Title not available (Why is that?)
• Minimax risk over hyperrectangles, and implications

Cited In (6)

• Estimating a function from ergodic samples with additive noise
• Adaptive estimation of function observed in Gaussian stationary noise
• Estimation of a vector-valued function in a stationary Gaussian noise
• The minimax estimator of the pseudo-periodic function observed in the stationary noise
• Estimation of the distribution function of noise in stationary processes
• Estimation of a function in a Gaussian stationary noise

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