Extrapolation of multidimensional stationary sequences

MaRDI QIDQ5467827zbMATH OpenFDO

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

Publication date 24 May 2006

zbMATH Keywords

mean square errorspectral characteristicsleast favourable spectral densityoptimal linear estimateminimax-robust spectral characteristicsmultidimensional stationary sequence

Mathematics Subject Classification ID

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

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