V. N. Solev, “Estimation of function in Gaussian stationary noise: new spectral condition”, Zap. Nauchn. Sem. POMI, 2018, Volume 474,Pages <nobr>222

Estimation of function in Gaussian stationary noise: new spectral condition

V. N. Solev^ab

^a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia
^b Saint Petersburg State University, Saint 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 the spectral density satisfying the new spectral condition.

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

UDC: 519.2

Received: 10.11.2018