V. N. Solev, “The lower bound of the minimax risk in a problem of estimating the function in stationary gaussian noise”, Zap. Nauchn. Sem. POMI, 2021, Volume 505,Pages <nobr>282

The lower bound of the minimax risk in a problem of estimating the function in stationary gaussian noise

V. N. Solev^ab

^a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
^b Saint Petersburg State University

Abstract: In the paper, we construct the lower 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 version of the Muckenhoupt condition.

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

UDC: 519.2

Received: 15.11.2021