Minimax Prediction Problem for Multidimensional Stationary Stochastic Processes (Q2890101)

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Minimax Prediction Problem for Multidimensional Stationary Stochastic Processes
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    Minimax Prediction Problem for Multidimensional Stationary Stochastic Processes (English)
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    8 June 2012
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    least favorable spectral density
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    mean square error
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    minimax spectral characteristic
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    robust estimate
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    stationary stochastic process
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