scientific article; zbMATH DE number 1366695

MaRDI QIDQ4270729zbMATH OpenFDO

Authors M. P. Moklyachuk

Publication date 22 November 1999

zbMATH Keywords

least favorable spectral densitiesminimax (robust) spectral characteristics

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20)

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