scientific article; zbMATH DE number 5580099
zbMATH Open1249.62007MaRDI QIDQ5322018FDOQ5322018
Authors: M. P. Moklyachuk 
Publication date: 17 July 2009
Title of this publication is not available (Why is that?)
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mean square errorrobust estimatesstationary stochastic processesisotropic random fieldsminimax spectral characteristicsstationary stochastic sequencesleast favourable spectral density
Random fields; image analysis (62M40) Applications of statistics in engineering and industry; control charts (62P30) Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to physics (62P35) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (23)
- Minimax-robust filtering problem for stochastic sequences with stationary increments
- Robust M-estimators in diffusion processes
- Minimax prediction of random processes with stationary increments from observations with stationary noise
- Estimation problems for periodically correlated isotropic random fields
- Filtering of multidimensional stationary sequences with missing observations
- Interpolation of functionals of stochastic sequences with stationary increments
- Minimax interpolation of stochastic processes with stationary increments from observations with noise
- Robustness in Stochastic Filtering and Maximum Likelihood Estimation for SDEs
- The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
- A stochastic analysis of robust estimation algorithms inH∞with rational basis functions
- Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences
- Estimates of functionals constructed from random sequences with periodically stationary increments
- Minimax-robust filtering of functionals from periodically correlated random fields
- Extrapolation of periodically correlated stochastic processes observed with noise
- Minimax interpolation of harmonizable sequences
- Interpolation of periodically correlated stochastic sequences
- Filtration of linear functionals of periodically correlated sequences
- Robust estimation problems for stochastic processes
- Robust procedures in time series analysis
- Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise
- Minimax interpolation of sequences with stationary increments and cointegrated sequences
- Title not available (Why is that?)
- Interpolation of stationary sequences observed with a noise
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