On stochastic equation describing the one-sided moving average process and minimax estimation problem (Q4861914)
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scientific article; zbMATH DE number 836865
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stochastic equation describing the one-sided moving average process and minimax estimation problem |
scientific article; zbMATH DE number 836865 |
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On stochastic equation describing the one-sided moving average process and minimax estimation problem (English)
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24 March 1996
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optimal linear estimation
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stationary stochastic process
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Hilbert space
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minimax spectral characteristics
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least favourable spectral densities
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