Lower and upper bounds are constructed for the minimax risk in the problem of estimating unknown pseudo-periodic function observed in stationary noise with spectral density satisfying new spectral conditions.

Original languageEnglish
Pages (from-to)147-154
Number of pages8
JournalJournal of Mathematical Sciences (United States)
Volume251
Issue number1
DOIs
StatePublished - 1 Nov 2020

    Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Applied Mathematics

ID: 87270927