Estimation problems for periodically correlated isotropic random fields

DOI10.1007/S11009-013-9339-6MaRDI QIDQ2340295zbMATH OpenOpenAlexFDO

Authors Iryna Dubovetska, O. Yu. Masyutka, M. 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

filteringisotropic random fieldsmean square errorminimax spectral characteristicpredictionrobust estimate

Mathematics Subject Classification ID

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

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Cited in

(6)

• Spectral estimation for strongly periodically correlated random fields defined on R^2
• Minimax-robust filtering of functionals from periodically correlated random fields
• Isotropic covariance matrix polynomials on spheres
• Bispectrum and a non-linear model for a non-Gaussian homogenous and isotropic field in 3D
• Estimates of periodically correlated isotropic random fields
• Optimal sampling and precision of polynomial estimation of isotropic random fields

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