Robust interpolation of sequences with periodically stationary multiplicative seasonal increments (Q5053783)
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scientific article; zbMATH DE number 7627738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust interpolation of sequences with periodically stationary multiplicative seasonal increments |
scientific article; zbMATH DE number 7627738 |
Statements
Robust interpolation of sequences with periodically stationary multiplicative seasonal increments (English)
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7 December 2022
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periodically stationary increment
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SARFIMA
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fractional integration
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filtering
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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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