Minimax prediction of random processes with stationary increments from observations with stationary noise (Q4966725)
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scientific article; zbMATH DE number 7074262
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax prediction of random processes with stationary increments from observations with stationary noise |
scientific article; zbMATH DE number 7074262 |
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Minimax prediction of random processes with stationary increments from observations with stationary noise (English)
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27 June 2019
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random process with stationary increments
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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 spectral characteristic
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