Filtration of linear functionals of periodically correlated sequences (Q2922888)
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scientific article; zbMATH DE number 6355620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtration of linear functionals of periodically correlated sequences |
scientific article; zbMATH DE number 6355620 |
Statements
Filtration of linear functionals of periodically correlated sequences (English)
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15 October 2014
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periodically correlated sequence
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robust estimate
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mean square error
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least favorable spectral density
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minimax spectral characteristic
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