scientific article; zbMATH DE number 5580099

zbMath1249.62007MaRDI QIDQ5322018

Mikhail P. Moklyachuk

Publication date: 17 July 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stationary stochastic processesisotropic random fieldsmean square errorrobust estimatesminimax spectral characteristicsstationary stochastic sequencesleast favourable spectral density

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Non-Markovian processes: estimation (62M09) Applications of statistics in engineering and industry; control charts (62P30) Robustness and adaptive procedures (parametric inference) (62F35) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Applications of statistics to physics (62P35)

Related Items (17)

Unnamed Item ⋮ Minimax interpolation of sequences with stationary increments and cointegrated sequences ⋮ Filtration of linear functionals of periodically correlated sequences ⋮ Interpolation of functionals of stochastic sequences with stationary increments ⋮ Extrapolation of periodically correlated stochastic processes observed with noise ⋮ Minimax-robust filtering problem for stochastic sequences with stationary increments ⋮ Minimax interpolation of stochastic processes with stationary increments from observations with noise ⋮ Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise ⋮ Minimax prediction of random processes with stationary increments from observations with stationary noise ⋮ Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences ⋮ Minimax-robust filtering of functionals from periodically correlated random fields ⋮ Minimax interpolation of harmonizable sequences ⋮ Filtering of multidimensional stationary sequences with missing observations ⋮ Interpolation of stationary sequences observed with a noise ⋮ Interpolation of periodically correlated stochastic sequences ⋮ Estimates of functionals constructed from random sequences with periodically stationary increments ⋮ Estimation problems for periodically correlated isotropic random fields

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