Minimax-robust filtering problem for stochastic sequences with stationary increments
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robust estimatestationary incrementsleast favorable spectral densityfiltering problemmean-square errorminimax spectral characteristicstochastic sequences
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10)
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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
- Minimax interpolation of sequences with stationary increments and cointegrated sequences
- scientific article; zbMATH DE number 6152255 (Why is no real title available?)
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