A predicton problem in game theory

DOI10.1007/BF02589429zbMATH Open0082.13302OpenAlexW2056548491MaRDI QIDQ769831FDOQ769831

Authors: Ulf Grenander 

Publication date: 1957

Published in: Arkiv för Matematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02589429

zbMATH Keywords

probability theory

Cites Work

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Cited In (20)

• Minimax-robust filtering problem for stochastic sequences with stationary increments
• On minimax interpolation of stationary sequences
• 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
• Minimax filtering of sequences with periodically stationary increments
• Extrapolation of multidimensional stationary processes
• 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
• Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise
• Minimax interpolation of sequences with stationary increments and cointegrated sequences
• Minimax prediction problem for multidimensional stationary stochastic processes
• Interpolation of stationary sequences observed with a noise

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