On adaptive estimation of linear functionals from observations against white noise
From MaRDI portal
Publication:784386
DOI10.1134/S0032946020020040zbMath1460.62210MaRDI QIDQ784386
Publication date: 3 August 2020
Published in: Problems of Information Transmission (Search for Journal in Brave)
Wiener process; singular value decomposition; linear functional; adaptive estimation; soft thresholding; white Gaussian noise; spectral regularization; risk envelope; Akaike method; projection estimate
62H12: Estimation in multivariate analysis
62R10: Functional data analysis
62J05: Linear regression; mixed models
62M15: Inference from stochastic processes and spectral analysis
62M05: Markov processes: estimation; hidden Markov models
60H40: White noise theory
62B10: Statistical aspects of information-theoretic topics
