On minimax interpolation of stationary sequences

DOI10.1007/S10559-022-00459-WzbMATH Open1499.60108OpenAlexW4283331643MaRDI QIDQ2103776FDOQ2103776

O. Yu. Masyutka, M. P. Moklyachuk

Publication date: 9 December 2022

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-022-00459-w

Recommendations

• Interpolation of functionals of stationary processes with missing observations
• Interpolation of stationary sequences observed with a noise
• Estimation of Multidimensional Stationary Stochastic Sequences from Observations in Special Sets of Points
• An extrapolation problem for functionals of stationary processes with missing observations
• Filtering of multidimensional stationary sequences with missing observations

zbMATH Keywords

least favorable spectral densityminimax-robust estimatestationary sequenceminimax spectral characteristic

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10)

Cites Work

• The theory of stochastic processes. I. Translated from the Russian by S. Kotz.
• Title not available (Why is that?)
• Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
• Robust techniques for signal processing: A survey
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Algorithms for linear interpolator and interpolation error for minimal stationary stochastic processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• A predicton problem in game theory
• An analysis of the effects of spectral uncertainty on Wiener filtering
• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust Linear Interpolation and Extrapolation of Stationary Time Series in L^p
• Estimation of Stochastic Processes with Stationary Increments and Cointegrated Sequences
• Title not available (Why is that?)

Cited In (9)

• Linear minimax interpolation with incomplete information about the spectral measures of the signal and the noise
• Title not available (Why is that?)
• Minimax interpolation of stochastic processes with stationary increments from observations with noise
• Estimation of Multidimensional Stationary Stochastic Sequences from Observations in Special Sets of Points
• SYMMETRIC STABLE SEQUENCES WITH MISSING OBSERVATIONS
• Title not available (Why is that?)
• Maxima and minima of complete and incomplete stationary sequences
• On interpolation problem for vector-valued stochastic sequences
• Title not available (Why is that?)

This page was built for publication: On minimax interpolation of stationary sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2103776)