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},
year = {2006},
volume = {339},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2006_339_a6/}
}
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/