Estimation problems for periodically correlated isotropic random fields

DOI10.1007/s11009-013-9339-6zbMath1315.60060MaRDI 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

prediction; isotropic random fields; filtering; mean square error; robust estimate; minimax spectral characteristic

Mathematics Subject Classification ID

60G60: Random fields

62M20: Inference from stochastic processes and prediction

62M40: Random fields; image analysis

93E11: Filtering in stochastic control theory

93E10: Estimation and detection in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

Related Items

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, Isotropic covariance matrix polynomials on spheres

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