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Published in 2020 at "Journal of Mathematical Sciences"
DOI: 10.1007/s10958-020-05075-7
Abstract: 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.
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Keywords:
stationary noise;
gaussian stationary;
function gaussian;
estimation function ... See more keywords