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Zapiski Nauchnykh Seminarov POMI, 2024, Volume 535, Pages 255–268
(Mi znsl7498)
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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.
Received: 15.10.2024
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
Linking options:
https://www.mathnet.ru/eng/znsl7498 https://www.mathnet.ru/eng/znsl/v535/p255
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| Abstract page: | 72 | | Full-text PDF : | 25 | | References: | 25 |
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