Minimax filtering of sequences with periodically stationary increments

DOI10.1007/S10559-022-00442-5OpenAlexW4210318609MaRDI QIDQ2132093

M. M. Luz, Mikhail P. Moklyachuk

Publication date: 27 April 2022

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

Full work available at URL: https://doi.org/10.1007/s10559-022-00442-5

zbMATH Keywords

least favorable spectral densityminimax-robust estimateperiodically stationary increments

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Stochastic processes (60Gxx) Stochastic systems and control (93Exx)

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