In the paper, we construct the upper bounds of the minimax risk in the estimation problem, as we observe the unknoun pseudo periodic function in a Gaussian stationary noise with the spectral density satisfying some local version of the Muckenhoupt condition.
Translated title of the contributionESTIMATION OF A FUNCTION IN A GAUSSIAN STATIONARY NOISE
Original languageRussian
Pages (from-to)277-290
JournalЗАПИСКИ НАУЧНЫХ СЕМИНАРОВ САНКТ-ПЕТЕРБУРГСКОГО ОТДЕЛЕНИЯ МАТЕМАТИЧЕСКОГО ИНСТИТУТА ИМ. В.А. СТЕКЛОВА РАН
Volume495
StatePublished - 2020

ID: 87287729