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JOURNALS // Problemy Peredachi Informatsii // Archive

Probl. Peredachi Inf., 1981 Volume 17, Issue 3, Pages 50–68 (Mi ppi1408)

This article is cited in 3 papers

Methods of Signal Processing

Estimation of Square-Integrable Density on the Basis of a Sequence of Observations

S. Yu. Efroimovich, M. S. Pinsker


Abstract: We consider nonparametric estimation of the spectral density. It is assumed that the correlation coefficients satisfy the inequality $\sum^{\infty}_{j=-\infty}a_j\theta^2_j\leq Q$, $a_j\geq 0$, $Q>0$. Asymptotically exact estimates for the minimax mean-square risk are obtained. A consistent and asymptotically efficient linear estimation plan is constructed.

UDC: 621.391.1:519.27

Received: 17.09.1980


 English version:
Problems of Information Transmission, 1981, 17:3, 182–196

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© Steklov Math. Inst. of RAS, 2025