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

spectral densityHilbert spaceadaptive algorithmellipsoidminimax nonparametric estimators

Mathematics Subject Classification ID

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

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Cited in

(2)

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

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