Self-tuning algorithm for minimax nonparametric estimation of spectral density

MaRDI QIDQ578830zbMATH OpenFDO

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

Publication date 1986

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

zbMATH Keywords

adaptive algorithmellipsoidHilbert spaceminimax nonparametric estimatorsspectral density

Mathematics Subject Classification ID

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

Review text

The authors construct an adaptive algorithm for minimax nonparametric estimators of an unknown spectral density, which does not require a priori knowledge of any constants, and can be constructed from the observations only.

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Cited in

(2)

• General empirical Bayes wavelet methods and exactly adaptive minimax estimation
• scientific article; zbMATH DE number 1916650 (Why is no real title available?)

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