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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2024 Volume 535, Pages 255–268 (Mi znsl7498)

Approximation of spectral density and accuracy in the estimation problem

V. N. Solevab

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

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: 15.10.2024



© Steklov Math. Inst. of RAS, 2025