scientific article; zbMATH DE number 1336718

MaRDI QIDQ4258796zbMATH OpenFDO

Authors M. P. Moklyachuk

Publication date 14 September 1999

zbMATH Keywords

extrapolationminimax estimationminimax spectral characteristicsrandom fieldsspectral density

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20)

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(13)

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• Guaranteed estimation algorithms for prediction and interpolation of random processes
• Game theory and convex optimization methods in robust estimation problems
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