An extrapolation problem for functionals of stationary processes with missing observations
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extrapolation problemleast favourable spectral densitiesmean-square errorminimax spectral characteristicsoptimal linear estimatespectral characteristic
Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)
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