Minimax interpolation of harmonizable sequences

DOI10.1090/tpms/988zbMath1348.60073OpenAlexW2492133191MaRDI QIDQ2817058

V. I. Ostapenko, Mikhail P. Moklyachuk

Publication date: 29 August 2016

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/988

zbMATH Keywords

spectral densityrobust estimatorminimax spectral characteristicharmonizable \(\alpha \)-stable sequence

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric estimation (62G05) Stable stochastic processes (60G52) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

• A predicton problem in game theory
• An analysis of the effects of spectral uncertainty on Wiener filtering
• Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
• Interpolation of periodically correlated stochastic sequences
• Interpolation of functionals of stochastic sequences with stationary increments
• Prediction of stable processes: Spectral and moving average representations
• Harmonizable stable processes on groups: spectral, ergodic and interpolation properties
• Minimax-robust prediction of discrete time series
• On Minimality and Interpolation of Harmonizable Stable Processes
• Robust techniques for signal processing: A survey
• Harmonizable stable processes
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