Minimax interpolation of sequences with stationary increments and cointegrated sequences (Q340812): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(5 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Mikhail P. Moklyachuk / rank
Normal rank
 
Property / author
 
Property / author: Mikhail P. Moklyachuk / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1604.01603 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Signal extraction from nonstationary time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4862306 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimax-robust prediction of discrete time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5342183 / rank
 
Normal rank
Property / cites work
 
Property / cites work: FULLY MODIFIED ESTIMATION OF SEASONALLY COINTEGRATED PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: A predicton problem in game theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4194725 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002903 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimax-robust filtering problem for stochastic sequences with stationary increments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interpolation of functionals of stochastic sequences with stationary increments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5322018 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3229717 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sufficient conditions for extremum, penalty functions and regularity / rank
 
Normal rank
Property / cites work
 
Property / cites work: A derivative-coderivative inclusion in second-order nonsmooth analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5531487 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Algorithms for linear interpolator and interpolation error for minimal stationary stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: An analysis of the effects of spectral uncertainty on Wiener filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5512536 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Correlation theory of processes with random stationary 𝑛th increments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3100343398 / rank
 
Normal rank

Latest revision as of 10:52, 30 July 2024

scientific article
Language Label Description Also known as
English
Minimax interpolation of sequences with stationary increments and cointegrated sequences
scientific article

    Statements

    Minimax interpolation of sequences with stationary increments and cointegrated sequences (English)
    0 references
    0 references
    0 references
    15 November 2016
    0 references
    stochastic sequence
    0 references
    stationary increments
    0 references
    cointegrated sequences
    0 references
    minimax-robust estimate
    0 references
    mean square error
    0 references
    least favorable spectral density
    0 references
    minimax-robust spectral characteristic
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references