V. N. Solev, “A local version of the Muckenhoupt condition and the accuracy of estimation of the unknown pseudo periodic function in stationary noise”, Zap. Nauchn. Sem. POMI, 2017, Volume 466,Pages <nobr>289

This article is cited in 4 papers

A local version of the Muckenhoupt condition and the accuracy of estimation of the unknown pseudo periodic function in stationary noise

V. N. Solev^ab

^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 paper, we construct the lower and upper bounds of the minimax risk in the estimation problem, as we observe the unknoun pseudo periodic function in stationary noise with a density satisfying the local version of the Muckenhoupt condition.

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

UDC: 519.2

Received: 13.11.2017