scientific article; zbMATH DE number 848875

MaRDI QIDQ4867253zbMATH OpenFDO

Authors M. P. Moklyachuk

Publication date 8 April 1996

zbMATH Keywords

spectral characteristicsautoregressive sequencesstationary stochastic sequencelinear mean square optimal estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Minimax procedures in statistical decision theory (62C20) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10)

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• Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise

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