Сonjugate system and accuracy in the estimation problem

V. N. Solev<sup>ab

a</sup> Saint Petersburg State University
^b St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences

Abstract: In this paper, we construct lower and upper bounds for minimax risk in the problem of estimating the unknown pseudo-periodic function observed in the stationary noise with a spectral density satisfying the Muckenhoupt condition, with some a priori information about the behavior of the spectral density in the neighborhood of the spectrum of the signal.

Key words and phrases: pseudo periodic function, nonparametric estimating, process with stationary increments.

UDC: 519.2

Received: 03.11.2025