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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2020 Volume 495, Pages 277–290 (Mi znsl7009)

This article is cited in 2 papers

Estimation of a function in a Gaussian stationary noise

V. N. Solev

St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences

Abstract: In the paper, we construct the upper bounds of the minimax risk in the estimation problem, as we observe the unknoun pseudo periodic function in a Gaussian stationary noise with the spectral density satisfying some local version of the Muckenhoupt condition.

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

UDC: 519.2

Received: 15.09.2020



© Steklov Math. Inst. of RAS, 2025