Abstract
Estimation of the signal function defined on the unit sphere of the Euclidean space is considered. Gaussian continuous time white noise model is supposed. Uniform norm is chosen as a loss function and exact asymptotic minimax risk is derived extending the result of Korostelev (1993. The exact asymptotic minimax risk is given also for the L2-loss applying the result of Pinsker (1982).
Published Version
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