Extrapolation of multidimensional stationary sequences

MaRDI QIDQ5467827zbMATH OpenFDO

Authors O. Yu. Masyutka, M. P. Moklyachuk

Publication date 24 May 2006

zbMATH Keywords

least favourable spectral densitymean square errorminimax-robust spectral characteristicsmultidimensional stationary sequenceoptimal linear estimatespectral characteristics

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

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