Robust linear interpolation and extrapolation of stationary time series in \(L^p\) (Q5111843)
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scientific article; zbMATH DE number 7205119
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| English | Robust linear interpolation and extrapolation of stationary time series in \(L^p\) |
scientific article; zbMATH DE number 7205119 |
Statements
Robust Linear Interpolation and Extrapolation of Stationary Time Series in <i>L</i><sup><i>p</i></sup> (English)
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27 May 2020
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stationary process
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harmonizable stable process
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dual extremal problem
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extrapolation problem
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interpolation problem
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prediction problem
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minimax extrapolator and interpolator
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0.8281798362731934
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0.8277497291564941
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