Minimax prediction problem for multidimensional stationary stochastic sequences

MaRDI QIDQ3077829zbMATH OpenFDO

Authors Aleksandr Yu. Masyutka, M. P. Moklyachuk

Publication date 22 February 2011

zbMATH Keywords

least favorable spectral densitiesmean square errorminimax spectral characteristicrobust estimatestationary stochastic sequences

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

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(6)

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