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Interpolation of stationary sequences observed with a noise - MaRDI portal

Interpolation of stationary sequences observed with a noise (Q2960468)

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Interpolation of stationary sequences observed with a noise
scientific article

    Statements

    author
    M. I. Sidei
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    Mikhail P. Moklyachuk
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    publication date
    9 February 2017
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    zbMATH Keywords
    stationary sequence
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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 characteristics
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    title
    Interpolation of stationary sequences observed with a noise (English)
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    Identifiers

    Mathematics Subject Classification ID
    60G10
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    60G25
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    62M20
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    zbMATH DE Number
    6682454
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    OpenAlex ID
    W2587254942
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    DOI
    10.1090/TPMS/1000
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