Extrapolation of periodically correlated stochastic processes observed with noise (Q2923400)

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scientific article; zbMATH DE number 6356221
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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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