Estimation of a vector valued function in a Gaussian stationary noise
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 28, Tome 486 (2019), pp. 275-285
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In the paper, we construct the lower bound of the minimax risk in the estimation problem, as we observe the unknoun pseudo-periodic vector-function in a Gaussian stationary noise with the spectral density satisfying the vector version of the Muckenhoupt condition.
@article{ZNSL_2019_486_a17,
author = {V. N. Solev},
title = {Estimation of a vector valued function in a {Gaussian} stationary noise},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {275--285},
publisher = {mathdoc},
volume = {486},
year = {2019},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2019_486_a17/}
}
V. N. Solev. Estimation of a vector valued function in a Gaussian stationary noise. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 28, Tome 486 (2019), pp. 275-285. http://geodesic.mathdoc.fr/item/ZNSL_2019_486_a17/