Minimax Prediction Problem for Multidimensional Stationary Stochastic Processes (Q2890101)
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scientific article; zbMATH DE number 6044187
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax Prediction Problem for Multidimensional Stationary Stochastic Processes |
scientific article; zbMATH DE number 6044187 |
Statements
Minimax Prediction Problem for Multidimensional Stationary Stochastic Processes (English)
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8 June 2012
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least favorable spectral density
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mean square error
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minimax spectral characteristic
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robust estimate
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stationary stochastic process
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