Minimax interpolation of sequences with stationary increments and cointegrated sequences (Q340812): Difference between revisions
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| Property / Mathematics Subject Classification ID: 49K35 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G25 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M20 / rank | |||
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| Property / zbMATH DE Number: 6652945 / rank | |||
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stochastic sequence | |||
| Property / zbMATH Keywords: stochastic sequence / rank | |||
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stationary increments | |||
| Property / zbMATH Keywords: stationary increments / rank | |||
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cointegrated sequences | |||
| Property / zbMATH Keywords: cointegrated sequences / rank | |||
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minimax-robust estimate | |||
| Property / zbMATH Keywords: minimax-robust estimate / rank | |||
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mean square error | |||
| Property / zbMATH Keywords: mean square error / rank | |||
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least favorable spectral density | |||
| Property / zbMATH Keywords: least favorable spectral density / rank | |||
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minimax-robust spectral characteristic | |||
| Property / zbMATH Keywords: minimax-robust spectral characteristic / rank | |||
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Revision as of 06:08, 28 June 2023
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)
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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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