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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


 English version:
Journal of Mathematical Sciences (New York), 2007, 145:2, 4894–4899

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