Minimax-robust filtering problem for stochastic sequences with stationary increments
DOI10.1090/S0094-9000-2015-00940-6zbMATH Open1332.60059OpenAlexW1964045036MaRDI QIDQ2944758FDOQ2944758
Authors: M. M. Luz, M. P. Moklyachuk 
Publication date: 8 September 2015
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0094-9000-2015-00940-6
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- scientific article; zbMATH DE number 30727
robust estimatestationary incrementsleast favorable spectral densityfiltering problemmean-square errorminimax spectral characteristicstochastic sequences
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Cited In (12)
- Minimax prediction of random processes with stationary increments from observations with stationary noise
- Minimax-robust estimation problems for sequences with periodically stationary increments observed with noise
- Filtering of multidimensional stationary sequences with missing observations
- Interpolation of functionals of stochastic sequences with stationary increments
- Approximate guaranteed mean square estimates of functionals on solutions of parabolic problems with fast oscillating coefficients under nonlinear observations
- Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences
- Estimates of functionals constructed from random sequences with periodically stationary increments
- Minimax linear filtering of random sequences with uncertain covariance function
- Interpolation of functionals of stochastic sequences with stationary increments from observations with noise
- Minimax prediction of sequences with periodically stationary increments
- Title not available (Why is that?)
- Minimax interpolation of sequences with stationary increments and cointegrated sequences
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