An extrapolation problem for functionals of stationary processes with missing observations (Q5507273)
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scientific article; zbMATH DE number 6665445
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|---|---|---|---|
| default for all languages | No label defined |
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| English | An extrapolation problem for functionals of stationary processes with missing observations |
scientific article; zbMATH DE number 6665445 |
Statements
16 December 2016
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extrapolation problem
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optimal linear estimate
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mean-square error
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spectral characteristic
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least favourable spectral densities
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minimax spectral characteristics
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0.9601374864578248
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0.9305217266082764
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0.9282179474830629
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0.9208515882492064
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