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Random homeomorphisms and fourier expansions — The pointwise behaviour

✍ Scribed by Gady Kozma

Publisher
The Hebrew University Magnes Press
Year
2004
Tongue
English
Weight
846 KB
Volume
139
Category
Article
ISSN
0021-2172

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In this note the problem of estimating the Fourier series coefficients of a deterministic signal measured in a noise is discussed. Firstly, it is shown that if random errors are not taken into account, then the mean square error between the true spectrum and its commonly used estimator is infinite.