Extremal problems in minimax estimation of sequences (Q1111297)
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scientific article; zbMATH DE number 4076386
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| English | Extremal problems in minimax estimation of sequences |
scientific article; zbMATH DE number 4076386 |
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Extremal problems in minimax estimation of sequences (English)
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1985
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See the review in Zbl 0579.62071.
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linear system
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optimal estimation
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minimax filtration and interpolation
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asymptotic minimax estimators
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stationary Gaussian sequence
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quadratic loss
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minimax risk
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