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Publication:2850861
zbMath1289.60076MaRDI QIDQ2850861
M. M. Luz, Mikhail P. Moklyachuk
Publication date: 1 October 2013
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
mean square errorminimax-robust estimatespectral characteristicleast favourable spectral densityoptimal linear estimatesequence with stationary increments
Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Prediction theory (aspects of stochastic processes) (60G25)
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