Minimax prediction of sequences with periodically stationary increments (Q5037401)
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scientific article; zbMATH DE number 7482079
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Minimax prediction of sequences with periodically stationary increments |
scientific article; zbMATH DE number 7482079 |
Statements
Minimax prediction of sequences with periodically stationary increments (English)
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1 March 2022
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periodically 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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0.9440134167671204
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0.9114569425582886
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0.8938326239585876
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0.889148473739624
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