Interpolation of functionals of stochastic sequences with stationary increments (Q2923386)

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scientific article; zbMATH DE number 6356210
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Interpolation of functionals of stochastic sequences with stationary increments
scientific article; zbMATH DE number 6356210

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    Interpolation of functionals of stochastic sequences with stationary increments (English)
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    15 October 2014
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    stationary increments
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    robust estimator
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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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