Estimation of function observed in stationary noise: discretization
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 22, Tome 441 (2015), pp. 286-298
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In the article we propose a new estimation of the unknown pseudo periodic function which observed in stationary noise. We compare the accuracy of the proposed estimation with the minimax risk.
@article{ZNSL_2015_441_a17,
author = {V. N. Solev},
title = {Estimation of function observed in stationary noise: discretization},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {286--298},
publisher = {mathdoc},
volume = {441},
year = {2015},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2015_441_a17/}
}
V. N. Solev. Estimation of function observed in stationary noise: discretization. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 22, Tome 441 (2015), pp. 286-298. http://geodesic.mathdoc.fr/item/ZNSL_2015_441_a17/