Lower bounds of risk at the problem of estimating of pseudo-periodic function, which is
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 10, Tome 339 (2006), pp. 102-110
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We consider the estimating problem, as we observe on large interval $[-T,T]$ a pseudo-periodic
function in white noise. We construct a lower minimax bound of the risk of all estimators.
@article{ZNSL_2006_339_a6,
author = {S. V. Reshetov},
title = {Lower bounds of risk at the problem of estimating of pseudo-periodic function, which is},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {102--110},
publisher = {mathdoc},
volume = {339},
year = {2006},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2006_339_a6/}
}
TY - JOUR AU - S. V. Reshetov TI - Lower bounds of risk at the problem of estimating of pseudo-periodic function, which is JO - Zapiski Nauchnykh Seminarov POMI PY - 2006 SP - 102 EP - 110 VL - 339 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2006_339_a6/ LA - ru ID - ZNSL_2006_339_a6 ER -
S. V. Reshetov. Lower bounds of risk at the problem of estimating of pseudo-periodic function, which is. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 10, Tome 339 (2006), pp. 102-110. http://geodesic.mathdoc.fr/item/ZNSL_2006_339_a6/