Estimation problems for periodically correlated isotropic random fields

DOI10.1007/s11009-013-9339-6zbMath1315.60060OpenAlexW2233329505MaRDI QIDQ2340295

O. Yu. Masyutka, Iryna Dubovetska, Mikhail P. Moklyachuk

Publication date: 16 April 2015

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-013-9339-6

zbMATH Keywords

predictionisotropic random fieldsfilteringmean square errorrobust estimateminimax spectral characteristic

Mathematics Subject Classification ID

Random fields (60G60) Inference from stochastic processes and prediction (62M20) Random fields; image analysis (62M40) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (3)

Isotropic covariance matrix polynomials on spheres ⋮ Bispectrum and a non-linear model for a non-Gaussian homogenous and isotropic field in 3D ⋮ Minimax-robust filtering of functionals from periodically correlated random fields

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