On estimation problem for continuous time stationary processes from observations in special sets of points

DOI10.17721/1812-5409.2022/1.2MaRDI QIDQ5084827zbMATH OpenOpenAlexFDO

Authors O. Yu. Masyutka, I. I. Golichenko, M. P. Moklyachuk

Publication date 28 June 2022

Published in Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.17721/1812-5409.2022/1.2

zbMATH Keywords

least favorable spectral densityminimax-robust estimateminimax-robust spectral characteristicsstationary stochastic process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Minimax procedures in statistical decision theory (62C20) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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