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Minimax-robust estimation problems for sequences with periodically stationary increments observed with noise - MaRDI portal

Minimax-robust estimation problems for sequences with periodically stationary increments observed with noise (Q4991350)

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scientific article; zbMATH DE number 7353911
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Minimax-robust estimation problems for sequences with periodically stationary increments observed with noise
scientific article; zbMATH DE number 7353911

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    Minimax-robust estimation problems for sequences with periodically stationary increments observed with noise (English)
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    2 June 2021
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    periodically stationary increments
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    minimax-robust estimate
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    least favorable spectral density
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    minimax-robust spectral characteristics
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