scientific article

zbMath1117.62103MaRDI QIDQ3441321

O. Yu. Masyutka, Mikhail P. Moklyachuk

Publication date: 29 May 2007

Full work available at URL: http://www.ams.org/tpms/2006-73-00/S0094-9000-07-00687-4/home.html

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

zbMATH Keywords

mean-square errorleast favorable spectral densityminimax-robust spectral characteristicspectral characteristicoptimal linear estimatemultidimensional stationary sequence

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Minimax procedures in statistical decision theory (62C20) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10)

Related Items (3)

Minimax-robust filtering problem for stochastic sequences with stationary increments ⋮ Minimax interpolation of harmonizable sequences ⋮ Interpolation of periodically correlated stochastic sequences

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