Adaptive estimation of function observed in Gaussian stationary noise
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 24, Tome 454 (2016), pp. 261-275
V. N. Solev. Adaptive estimation of function observed in Gaussian stationary noise. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 24, Tome 454 (2016), pp. 261-275. http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a16/
@article{ZNSL_2016_454_a16,
     author = {V. N. Solev},
     title = {Adaptive estimation of function observed in {Gaussian} stationary noise},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {261--275},
     year = {2016},
     volume = {454},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a16/}
}
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Voir la notice du chapitre de livre provenant de la source Math-Net.Ru

In the article we propose an adaptive estimation of the unknown pseudo periodic function which observed in stationary noise with the unknown spectral density which belongs to a given class. We compare the accuracy of the proposed estimation with the minimax risk and give a lower bound for the minimax risk.

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