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

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