The lower bound of the minimax risk in a problem of estimating the function in stationary gaussian noise
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 31, Tome 505 (2021), pp. 282-293
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In the paper, we construct the lower bounds of the minimax risk in the estimation problem, as we observe the unknoun pseudo periodic function in a Gaussian stationary noise with the spectral density satisfying some version of the Muckenhoupt condition.
@article{ZNSL_2021_505_a15,
author = {V. N. Solev},
title = {The lower bound of the minimax risk in a problem of estimating the function in stationary gaussian noise},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {282--293},
publisher = {mathdoc},
volume = {505},
year = {2021},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a15/}
}
TY - JOUR AU - V. N. Solev TI - The lower bound of the minimax risk in a problem of estimating the function in stationary gaussian noise JO - Zapiski Nauchnykh Seminarov POMI PY - 2021 SP - 282 EP - 293 VL - 505 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a15/ LA - ru ID - ZNSL_2021_505_a15 ER -
V. N. Solev. The lower bound of the minimax risk in a problem of estimating the function in stationary gaussian noise. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 31, Tome 505 (2021), pp. 282-293. http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a15/