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Publication:2740086
zbMath0973.62083MaRDI QIDQ2740086
Publication date: 16 September 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hilbert spacestationary stochastic processmean square optimal estimateminimax spectral characteristic
Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15) Prediction theory (aspects of stochastic processes) (60G25)
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Filtration of linear functionals of periodically correlated sequences ⋮ Interpolation of functionals of stochastic sequences with stationary increments ⋮ Minimax-robust filtering problem for stochastic sequences with stationary increments ⋮ Minimax prediction of random processes with stationary increments from observations with stationary noise ⋮ Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences ⋮ Minimax interpolation of harmonizable sequences ⋮ Interpolation of periodically correlated stochastic sequences ⋮ Estimates of functionals constructed from random sequences with periodically stationary increments
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