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Q3484196 - MaRDI portal

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    author
    Yuri L. Kocherga
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    F. A. Abdullaev
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    publication date
    1989
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    Mathematics Subject Classification ID
    62J05
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    62C20
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    62J99
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    62H12
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    zbMATH DE Number
    4155684
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    zbMATH Keywords
    J-optimal forecasting
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    minimax estimation
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    analytical solution
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    minimax forecasts
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