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Zapiski Nauchnykh Seminarov 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
References:
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.
Received: 15.10.2024
Document Type: Article
UDC: 519.2
Language: Russian
Citation: V. N. Solev, “Approximation of spectral density and accuracy in the estimation problem”, Probability and statistics. Part 36, Zap. Nauchn. Sem. POMI, 535, POMI, St. Petersburg, 2024, 255–268
Citation in format AMSBIB
\Bibitem{Sol24}
\by V.~N.~Solev
\paper Approximation of spectral density and accuracy in the estimation problem
\inbook Probability and statistics. Part~36
\serial Zap. Nauchn. Sem. POMI
\yr 2024
\vol 535
\pages 255--268
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7498}
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  • https://www.mathnet.ru/eng/znsl7498
  • https://www.mathnet.ru/eng/znsl/v535/p255
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