Minimax extrapolation problem for harmonizable stable processes with noise observations (Q5507316)
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scientific article; zbMATH DE number 6665481
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| English | Minimax extrapolation problem for harmonizable stable processes with noise observations |
scientific article; zbMATH DE number 6665481 |
Statements
16 December 2016
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harmonizable process
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optimal linear estimate
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robust estimate
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least favorable spectral density
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minimax spectral characteristic
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0.8659346699714661
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0.860072672367096
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