Extrapolation of multidimensional stationary processes (Q3440799)
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scientific article; zbMATH DE number 5158788
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Extrapolation of multidimensional stationary processes |
scientific article; zbMATH DE number 5158788 |
Statements
Extrapolation of multidimensional stationary processes (English)
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29 May 2007
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multidimensional stationary process
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optimal linear estimate
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mean square error
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spectral characteristics
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least favourable spectral density
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minimax-robust spectral characteristics
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0.9283193349838256
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0.8948692679405212
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0.8902257084846497
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