On minimax interpolation of stationary sequences

DOI10.1007/S10559-022-00459-WMaRDI QIDQ2103776zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cited in

(16)

• Linear minimax interpolation with incomplete information about the spectral measures of the signal and the noise
• scientific article; zbMATH DE number 1409897 (Why is no real title available?)
• Filtering of multidimensional stationary sequences with missing observations
• 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
• Robust linear interpolation and extrapolation of stationary time series in \(L^p\)
• SYMMETRIC STABLE SEQUENCES WITH MISSING OBSERVATIONS
• Minimax interpolation of harmonizable sequences
• An extrapolation problem for functionals of stationary processes with missing observations
• Interpolation of functionals of stationary processes with missing observations
• Maxima and minima of complete and incomplete stationary sequences
• scientific article; zbMATH DE number 7733439 (Why is no real title available?)
• On interpolation problem for vector-valued stochastic sequences
• On estimation problem for continuous time stationary processes from observations in special sets of points
• scientific article; zbMATH DE number 1791785 (Why is no real title available?)
• Interpolation of stationary sequences observed with a noise

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