Robust estimation problems for stochastic processes (Q5430690)
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scientific article; zbMATH DE number 5220398
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| English | Robust estimation problems for stochastic processes |
scientific article; zbMATH DE number 5220398 |
Statements
16 December 2007
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stationary stochastic process
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interpolation
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extrapolation
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filtering
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robust estimate
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observations with noise
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mean square error
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least favorable spectral densities
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minimax spectral characteristic
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0.9283193349838256
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