Geodesic
The estimation of a function being observed with a stationary error
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 2, Tome 244 (1997), pp. 271-284 Cet article a éte moissonné depuis la source Math-Net.Ru

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We suppose that we observe a process $y(t)$ when $t\in [-T,T]$, $$ y(t)\;=\;s(t)\;+\;x(t) \qquad (t \in [-T,T]), $$ where $s$ is an unknown function (which we must estimate), $x$ is a stationary noise. We compare the accuracy of the least-squares estimator $\bold s^*$ with the accuracy of the best linear unbiased estimator $\bold s^{\star}$. 
@article{ZNSL_1997_244_a18,
     author = {V. N. Solev and L. Gerville-Reache},
     title = {The estimation of a function being observed with a stationary error},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {271--284},
     year = {1997},
     volume = {244},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a18/}
}
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V. N. Solev; L. Gerville-Reache. The estimation of a function being observed with a stationary error. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 2, Tome 244 (1997), pp. 271-284. http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a18/