Minimax prediction problem for multidimensional stationary stochastic processes (Q2890101)
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scientific article; zbMATH DE number 6044187
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| English | Minimax prediction problem for multidimensional stationary stochastic processes |
scientific article; zbMATH DE number 6044187 |
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Minimax Prediction Problem for Multidimensional Stationary Stochastic Processes (English)
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8 June 2012
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least favorable spectral density
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mean square error
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minimax spectral characteristic
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robust estimate
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stationary stochastic process
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0.9401415586471558
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0.8538866639137268
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0.8317744135856628
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