scientific article; zbMATH DE number 1336718

zbMATH Open0926.62085MaRDI QIDQ4258796FDOQ4258796

Authors: M. P. Moklyachuk 

Publication date: 14 September 1999

Title of this publication is not available (Why is that?)

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zbMATH Keywords

spectral densityrandom fieldsextrapolationminimax estimationminimax spectral characteristics

Mathematics Subject Classification ID

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

Cited In (11)

• Linear minimax interpolation with incomplete information about the spectral measures of the signal and the noise
• Minimax interpolation of stochastic processes with stationary increments from observations with noise
• Conditionally optimal fixed-point interpolation of processes in stochastic differential systems
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• Robust linear interpolation and extrapolation of stationary time series in \(L^p\)
• Guaranteed estimation algorithms for prediction and interpolation of random processes
• Robust estimation problems for stochastic processes
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• An optimal linear interpolator for a class of stationary processes
• Game theory and convex optimization methods in robust estimation problems
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