Estimation of Multidimensional Stationary Stochastic Sequences from Observations in Special Sets of Points (Q6116221)

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scientific article; zbMATH DE number 7713452
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Estimation of Multidimensional Stationary Stochastic Sequences from Observations in Special Sets of Points
scientific article; zbMATH DE number 7713452

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    Estimation of Multidimensional Stationary Stochastic Sequences from Observations in Special Sets of Points (English)
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    17 July 2023
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    stationary sequence
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    mean square error
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    minimax-robust estimate
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    least favourable spectral density
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    minimax spectral characteristics
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