Publication:5467827
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zbMath1101.60330MaRDI QIDQ5467827
O. Yu. Masyutka, Mikhail P. Moklyachuk
Publication date: 24 May 2006
mean square error; spectral characteristics; least favourable spectral density; optimal linear estimate; minimax-robust spectral characteristics; multidimensional stationary sequence
62M20: Inference from stochastic processes and prediction
93E10: Estimation and detection in stochastic control theory
60G25: Prediction theory (aspects of stochastic processes)
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