Interpolation of stationary sequences observed with a noise
DOI10.1090/TPMS/1000zbMATH Open1357.60039OpenAlexW2587254942MaRDI QIDQ2960468FDOQ2960468
Authors: M. I. Sidei, M. P. Moklyachuk 
Publication date: 9 February 2017
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tpms/1000
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mean square errorrobust estimatorleast favorable spectral densitystationary sequenceminimax spectral characteristics
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Cited In (17)
- Title not available (Why is that?)
- On minimax interpolation of stationary sequences
- Title not available (Why is that?)
- Linear minimax interpolation with incomplete information about the spectral measures of the signal and the noise
- Filtering of multidimensional stationary sequences with missing observations
- Title not available (Why is that?)
- Interpolation of functionals of stochastic sequences with stationary increments
- ON THE ROBUST PREDICTION AND INTERPOLATION OF TIME SERIES IN THE PRESENCE OF CORRELATED NOISE
- Title not available (Why is that?)
- Estimation of Multidimensional Stationary Stochastic Sequences from Observations in Special Sets of Points
- Interpolation of functionals of stationary processes with missing observations
- Minimax interpolation of harmonizable sequences
- Interpolation of functionals of stochastic sequences with stationary increments from observations with noise
- Minimax interpolation of periodically correlated processes.
- Min- max linear estimation of band-limited sequences in the presence of random noise (Corresp.)
- Minimax interpolation of sequences with stationary increments and cointegrated sequences
- Robust interpolation of sequences with periodically stationary multiplicative seasonal increments
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