Filtration of linear functionals of periodically correlated sequences (Q2922888)

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Filtration of linear functionals of periodically correlated sequences
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    Filtration of linear functionals of periodically correlated sequences (English)
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    15 October 2014
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    periodically correlated sequence
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    robust estimate
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    mean square error
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    least favorable spectral density
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    minimax spectral characteristic
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