Robust estimation problems for stochastic processes
extrapolationfilteringinterpolationleast favorable spectral densitiesmean square errorminimax spectral characteristicobservations with noiserobust estimatestationary stochastic process
Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15) 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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- Minimax extrapolation problem for harmonizable stable processes with noise observations
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