Extrapolation of multidimensional stationary processes (Q3440799)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extrapolation of multidimensional stationary processes |
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Extrapolation of multidimensional stationary processes (English)
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29 May 2007
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multidimensional stationary process
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optimal linear estimate
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mean square error
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spectral characteristics
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least favourable spectral density
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minimax-robust spectral characteristics
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