scientific article; zbMATH DE number 6665445

zbMath1363.60051MaRDI QIDQ5507273

M. I. Sidei, Mikhail P. Moklyachuk

Publication date: 16 December 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

mean-square errorspectral characteristicextrapolation problemleast favourable spectral densitiesminimax spectral characteristicsoptimal linear estimate

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (1)

Filtering of multidimensional stationary sequences with missing observations

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