Interpolation of functionals of stochastic sequences with stationary increments (Q2923386)
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English | Interpolation of functionals of stochastic sequences with stationary increments |
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Interpolation of functionals of stochastic sequences with stationary increments (English)
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15 October 2014
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stationary increments
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robust estimator
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mean square error
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least favorable spectral density
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minimax spectral characteristic
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