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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2015 Volume 441, Pages 286–298 (Mi znsl6239)

This article is cited in 8 papers

Estimation of function observed in stationary noise: discretization

V. N. Solevab

a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia
b St. Petersburg State University, St. Petersburg, Russia

Abstract: In the article we propose a new estimation of the unknown pseudo periodic function which observed in stationary noise. We compare the accuracy of the proposed estimation with the minimax risk.

Key words and phrases: pseudo periodic function, nonparametric estimating, process with stationary increments.

UDC: 519.2

Received: 13.11.2015


 English version:
Journal of Mathematical Sciences (New York), 2016, 219:5, 798–806

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