Minimax prediction of random processes with stationary increments from observations with stationary noise (Q4966725)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Minimax prediction of random processes with stationary increments from observations with stationary noise |
scientific article; zbMATH DE number 7074262
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Minimax prediction of random processes with stationary increments from observations with stationary noise |
scientific article; zbMATH DE number 7074262 |
Statements
Minimax prediction of random processes with stationary increments from observations with stationary noise (English)
0 references
27 June 2019
0 references
random process with stationary increments
0 references
minimax robust estimate
0 references
mean square error
0 references
least favorable spectral density
0 references
minimax spectral characteristic
0 references
0 references
0.887871265411377
0 references
0.8701705932617188
0 references
0.8677085041999817
0 references
