Self-tuning algorithm for minimax nonparametric estimation of spectral density

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Publication:578830

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zbMath0624.62086MaRDI QIDQ578830

S. Yu. Efrojmovich, M. S. Pinsker

Publication date: 1986

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

Hilbert space adaptive algorithm ellipsoid spectral density minimax nonparametric estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

General empirical Bayes wavelet methods and exactly adaptive minimax estimation

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