RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2023 Volume 526, Pages 193–206 (Mi znsl7387)

This article is cited in 1 paper

BMO space and the problem of estimating a function in stationary noise

V. N. Solevab

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

Abstract: In this paper, we construct lower and upper bounds for minimax risk in the problem of estimating the unknown pseudo-periodic function observed in the stationary noise with a spectral density satisfying the Muckenhoupt condition, with some a priori information about the behavior of the spectral density in the neighborhood of the spectrum of the signal.

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

UDC: 519.2

Received: 20.11.2023



© Steklov Math. Inst. of RAS, 2025