Interpolation problem for periodically correlated processes with missing observations

DOI10.24144/2616-7700.2025.47(2).28-42MaRDI QIDQ6882265zbMATH OpenFDO

Authors I. I. Golichenko, M. P. Moklyachuk

Publication date 16 December 2025

Published in Naukovyĭ Visnyk Uzhgorods'kogo Universytetu. Seriya Matematyka i Informatyka (Search for Journal in Brave)

Full work available at URL https://doi.org/10.24144/2616-7700.2025.47(2).28-42

zbMATH Keywords

least favorable spectral densitymean-square errorminimax (robust) estimateminimax spectral characteristicsperiodically correlated stochastic processspectral characteristics

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Minimax procedures in statistical decision theory (62C20) 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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