Robust Linear Interpolation and Extrapolation of Stationary Time Series in <i>L</i><sup><i>p</i></sup> (Q5111843)

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scientific article; zbMATH DE number 7205119
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Robust Linear Interpolation and Extrapolation of Stationary Time Series in <i>L</i><sup><i>p</i></sup>
scientific article; zbMATH DE number 7205119

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    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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