Filtering of multidimensional stationary sequences with missing observations (Q5219899)

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scientific article; zbMATH DE number 7180159
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Filtering of multidimensional stationary sequences with missing observations
scientific article; zbMATH DE number 7180159

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    Filtering of multidimensional stationary sequences with missing observations (English)
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    13 March 2020
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    stationary sequence
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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 spectral characteristic
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