Estimation of Function with Stationary Noise

Solev (Autor)

Buch | Hardcover

150 Seiten

2016
Iste Ltd (Verlag)
978-1-78630-004-1 (ISBN)

Infos

This book provides the recent innovations in the area as well as the important results published previously only in Russian. Different approaches to the choice of grouping intervals are considered. The chi-squared tests are compared with other goodness-of-fit tests (such as the Cramer-von Mises-Smirnov, Anderson-Darling and Zhang tests) in terms of power when testing close competing hypotheses.

The authors consider the estimation problem when we observe the unknown signal in stationary noise on the time interval length T. We consider an asymptotic setup of the problem as the length of interval tends to infinity and construct the almost minimax estimator, under condition on the class of signal and spectral density of noise. Such a problem is considered often in the theory of reliability.

Inhalt

1. Nonparametric estimators of signal in Stationary noise. 2. Lower bounds on the minimax risk. 3. The problem of estimating in Gaussian noise. 4. The Muckenhoupt condition and estimation accuracy. 5. The class of pseudo periodic functions. 6. The value of minimax risk and spectral density of noise.

Produkt-Details

• Erscheinungsdatum: 05.01.2022
• Verlagsort: London
• Sprache: englisch
• Gewicht: 666 g
• Themenwelt: Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
• ISBN-10: 1-78630-004-4 / 1786300044
• ISBN-13: 978-1-78630-004-1 / 9781786300041
• Zustand: Neuware