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Publication:2732670
zbMath0967.62074MaRDI QIDQ2732670
Publication date: 9 August 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
mean square errorrobust estimatesleast favorable spectral densitiesminimax spectral characteristicsobservations with noisestationary stochastic sequences
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)
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Stability of trigonometric approximation in \(L^p\) and applications to prediction theory ⋮ Filtration of linear functionals of periodically correlated sequences ⋮ Interpolation of functionals of stochastic sequences with stationary increments ⋮ Minimax-robust filtering problem for stochastic sequences with stationary increments ⋮ Minimax prediction of random processes with stationary increments from observations with stationary noise ⋮ Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences ⋮ Minimax interpolation of harmonizable sequences ⋮ Interpolation of stationary sequences observed with a noise ⋮ Interpolation of periodically correlated stochastic sequences ⋮ Estimates of functionals constructed from random sequences with periodically stationary increments
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