scientific article

zbMath1374.62001MaRDI QIDQ2990024

Iryna Golichenko, Mikhail P. Moklyachuk

Publication date: 29 July 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

interpolationextrapolationfilteringmean square errorrobust estimatesstationary stochastic processminimax spectral characteristicsperiodically correlated stochastic processleast favourable spectral density

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35) Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (7)

Minimax filtering of sequences with periodically stationary increments ⋮ Minimax interpolation of stochastic processes with stationary increments from observations with noise ⋮ Minimax interpolation of harmonizable sequences ⋮ Filtering of multidimensional stationary sequences with missing observations ⋮ Interpolation of stationary sequences observed with a noise ⋮ Estimates of functionals constructed from random sequences with periodically stationary increments ⋮ On minimax interpolation of stationary sequences

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