Upper bounds are constructed for minimax risk in the problem of estimating the unknown pseudoperiodic vector function observed against the background of stationary Gaussian noise with spectral density that satisfies the local version of the Muckenhoupt condition.
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 495, 2020, pp. 277–290.
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Solev, V.N. Estimation of a Function in a Gaussian Stationary Noise. J Math Sci 268, 711–720 (2022). https://doi.org/10.1007/s10958-022-06241-9
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DOI: https://doi.org/10.1007/s10958-022-06241-9