Geodesic
Approximation of spectral density and accuracy in the estimation problem
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 36, Tome 535 (2024), pp. 255-268

Voir la notice de l'article provenant de la source Math-Net.Ru

In this paper, we construct lower and upper bounds for minimax risk in the problem of estimating the unknown pseudo-periodic function observed in the stationary noise with a spectral density satisfying the Muckenhoupt condition, with some a priori information about the behavior of the spectral density in the neighborhood of the spectrum of the signal. 
@article{ZNSL_2024_535_a16,
     author = {V. N. Solev},
     title = {Approximation of spectral density and accuracy in the estimation problem},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {255--268},
     publisher = {mathdoc},
     volume = {535},
     year = {2024},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2024_535_a16/}
}
TY  - JOUR
AU  - V. N. Solev
TI  - Approximation of spectral density and accuracy in the estimation problem
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2024
SP  - 255
EP  - 268
VL  - 535
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2024_535_a16/
LA  - ru
ID  - ZNSL_2024_535_a16
ER  - 
%0 Journal Article
%A V. N. Solev
%T Approximation of spectral density and accuracy in the estimation problem
%J Zapiski Nauchnykh Seminarov POMI
%D 2024
%P 255-268
%V 535
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZNSL_2024_535_a16/
%G ru
%F ZNSL_2024_535_a16
V. N. Solev. Approximation of spectral density and accuracy in the estimation problem. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 36, Tome 535 (2024), pp. 255-268. http://geodesic.mathdoc.fr/item/ZNSL_2024_535_a16/