Extrapolation of periodically correlated stochastic processes observed with noise (Q2923400)
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scientific article; zbMATH DE number 6356221
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extrapolation of periodically correlated stochastic processes observed with noise |
scientific article; zbMATH DE number 6356221 |
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Extrapolation of periodically correlated stochastic processes observed with noise (English)
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15 October 2014
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periodically correlated processes
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minimax estimator
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mean square error
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least favorable spectral density
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