scientific article; zbMATH DE number 3909587
predictiontime seriesARMA modelsfilteringnonlinear estimationtime domain approachstationary stochastic processespartial knowledgeminimax criterionminimum mean-square errorfinite-length robust predictorsleast favorable case under uncertaintyMethods for constructing minimax filtersminimax-robust
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Robustness and adaptive procedures (parametric inference) (62F35) Inference from stochastic processes and spectral analysis (62M15)
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- Publication:4865064
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