On minimax filtering over ellipsoids
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Publication:1903291
zbMath0836.62070MaRDI QIDQ1903291
Publication date: 6 May 1996
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Gaussian noisefilteringellipsoidsecond-order asymptoticsasymptotically minimax estimatorminimax linear riskobserved Gaussian infinite- dimensional vector
Inference from stochastic processes and prediction (62M20) Minimax procedures in statistical decision theory (62C20)
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