Minimax prediction problem for multidimensional stationary stochastic sequences (Q3077829)
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scientific article; zbMATH DE number 5855920
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| default for all languages | No label defined |
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| English | Minimax prediction problem for multidimensional stationary stochastic sequences |
scientific article; zbMATH DE number 5855920 |
Statements
22 February 2011
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stationary stochastic sequences
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robust estimate
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mean square error
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least favorable spectral densities
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minimax spectral characteristic
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0.9401415586471558
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0.860027015209198
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0.8380225896835327
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0.8303974866867065
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0.8275787234306335
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