Change-point estimation from indirect observations. 1. Minimax complexity
نویسندگان
چکیده
منابع مشابه
Change-point estimation from indirect observations 1. Minimax complexity
We consider the problem of nonparametric estimation of signal singularities from indirect and noisy observations. Here by singularity we mean a discontinuity (change– point) of the signal or of its derivative. The model of indirect observations we consider is that of a linear transform of the signal, observed in white noise. The estimation problem is analyzed in a minimax framework. We provide ...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2008
ISSN: 0246-0203
DOI: 10.1214/07-aihp110