Minimax interpolation of sequences with stationary increments and cointegrated sequences (Q340812)
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scientific article; zbMATH DE number 6652945
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| English | Minimax interpolation of sequences with stationary increments and cointegrated sequences |
scientific article; zbMATH DE number 6652945 |
Statements
Minimax interpolation of sequences with stationary increments and cointegrated sequences (English)
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15 November 2016
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stochastic sequence
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stationary increments
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cointegrated sequences
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minimax-robust estimate
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mean square error
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least favorable spectral density
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minimax-robust spectral characteristic
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0.9128987789154052
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0.9013976454734802
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0.8981502652168274
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0.8688955903053284
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