On asymptotically minimax nonparametric detection of signal in Gaussian\n white noise

2017/05/21 by Mikhail Ermakov, Ermakov, Mikhail
Economics, Econometrics and Finance · Mathematics · #62G10 #62G20 #62M02 #FOS: Mathematics #Mathematical Analysis and Transform Methods #Mathematical Approximation and Integration #Statistics Theory (math.ST) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1705.07408

openalex publication_date 2017/05/21 · openalex created_date 2022/09/07 · openalex updated_date 2026/07/28

Abstract

For the problem of nonparametric detection of signal in Gaussian white noise\nwe point out strong asymptotically minimax tests. The sets of alternatives are\na ball in Besov space B^r_2\∞ with "small" balls in L₂ removed.\n

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