On minimax interpolation of stationary sequences

DOI10.1007/s10559-022-00459-wzbMath1499.60108OpenAlexW4283331643MaRDI QIDQ2103776

O. Yu. Masyutka, Mikhail P. Moklyachuk

Publication date: 9 December 2022

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-022-00459-w

zbMATH Keywords

stationary sequenceleast favorable spectral densityminimax-robust estimateminimax spectral characteristic

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10)

Cites Work

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