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

zbMATH Open0524.62095MaRDI QIDQ584879FDOQ584879

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)

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

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