scientific article

zbMath1324.62001MaRDI QIDQ2932598

Iryna Golichenko, Mikhail P. Moklyachuk

Publication date: 2 December 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

interpolationextrapolationfilteringmean square errorrobust estimatesstationary stochastic processminimax spectral characteristicsleast favourable spectral densitystationary stochastic sequence

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35) Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (3)

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-robust filtering of functionals from periodically correlated random fields

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