Extrapolation problem for periodically correlated stochastic sequences with missing observations (Q5018584)
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scientific article; zbMATH DE number 7450270
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extrapolation problem for periodically correlated stochastic sequences with missing observations |
scientific article; zbMATH DE number 7450270 |
Statements
Extrapolation problem for periodically correlated stochastic sequences with missing observations (English)
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Filtering problem for periodically correlated stochastic sequences with missing observations (English)
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21 December 2021
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2 February 2024
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periodically correlated sequence
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optimal linear estimate
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mean square error
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least favourable spectral density matrix
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minimax spectral characteristic
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periodically correlated stochastic sequence
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minimax (robust) estimate
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least favorable spectral density
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minimax spectral characteristics
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