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JOURNALS
// Zapiski Nauchnykh Seminarov POMI
// Archive
Zap. Nauchn. Sem. POMI,
2006
Volume 339,
Pages
102–110
(Mi znsl160)
This article is cited in
1
paper
Lower bounds of risk at the problem of estimating of pseudo-periodic function, which is observed in white noise
S. V. Reshetov
Saint-Petersburg State University
Abstract:
We consider the estimating problem, as we observe on large interval
$[-T,T]$
a pseudo-periodic function in white noise. We construct a lower minimax bound of the risk of all estimators.
UDC:
519.21
Received:
08.12.2006
Fulltext:
PDF file (164 kB)
References
Cited by
English version:
Journal of Mathematical Sciences (New York), 2007,
145
:2,
4894–4899
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Steklov Math. Inst. of RAS
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