Minimax interpolation of harmonizable sequences

DOI10.1090/TPMS/988MaRDI QIDQ2817058zbMATH OpenOpenAlexFDO

Authors V. I. Ostapenko, M. P. Moklyachuk

Publication date 29 August 2016

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/tpms/988

zbMATH Keywords

harmonizable \(\alpha \)-stable sequenceminimax spectral characteristicrobust estimatorspectral density

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Stable stochastic processes (60G52) Nonparametric estimation (62G05) Inference from stochastic processes and prediction (62M20)

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Cited in

(3)

• On Minimality and Interpolation of Harmonizable Stable Processes
• Minimax extrapolation problem for harmonizable stable processes with noise observations
• Periodic observations of harmonizable symmetric stable sequences

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