Extremal problems in minimax estimation of sequences

MaRDI QIDQ1111297zbMATH OpenFDO

Authors S. H. Smith

Publication date 1985

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

asymptotic minimax estimatorslinear systemminimax filtration and interpolationminimax riskoptimal estimationquadratic lossstationary Gaussian sequence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and prediction (62M20)

Review text

See the review in Zbl 0579.62071.

Cited in

(3)

• Minimax estimation of continuous time deterministic signals in colored noise
• Optimal prediction for linear regression with infinitely many parameters.
• scientific article; zbMATH DE number 5769796 (Why is no real title available?)

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