Evgeny Pchelintsev, Serguei Pergamenshchikov, Mariana Marcokova
Adaptive Robust Efficient Methods for Periodic Signal Processing Observed with Colours Noises
Číslo: 3/2019
Periodikum: Advances in Electrical and Electronic Engineering
DOI: 10.15598/aeee.v17i3.3132
Klíčová slova: Asymptotic efficiency; model selection; non-parametric regression; Ornstein-Uhlenbeck process; periodic signals; robust quadratic risk; sharp oracle inequality; shrinkage estimation; weighted least squares estimates.
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