Estimation of square integrable density on the basis of a sequence of observations

MaRDI QIDQ584879zbMATH OpenFDO

Authors S. Yu. Efrojmovich, M. S. Pinsker

Publication date 1982

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

zbMATH Keywords

minimax riskspectral density estimationstationary Gaussian sequence

Mathematics Subject Classification ID

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

Cited in

(5)

• Locally minimax efficiency of nonparametric estimates of square- integrable densities
• Ridgelets: estimating with ridge functions
• Nonlinear black-box models in system identification: Mathematical foundations
• Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses
• Towards a nonparametric test of linearity for times series

This page was built for publication: Estimation of square integrable density on the basis of a sequence of observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q584879)