Minimax Prediction of Sequences with Periodically Stationary Increments Observed with Noise and Cointegrated Sequences (Q6116220)
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scientific article; zbMATH DE number 7713451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax Prediction of Sequences with Periodically Stationary Increments Observed with Noise and Cointegrated Sequences |
scientific article; zbMATH DE number 7713451 |
Statements
Minimax Prediction of Sequences with Periodically Stationary Increments Observed with Noise and Cointegrated Sequences (English)
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17 July 2023
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periodically stationary increments
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PARIMA
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minimax-robust estimate
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least favorable spectral density
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minimax spectral characteristic
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