Quasi-Linear Filtering of Stationary Gaussian Sequences

DOI10.1137/1136093zbMath0776.62072OpenAlexW2068551163MaRDI QIDQ3135013

Yuri K. Golubev

Publication date: 22 September 1993

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1136093

zbMATH Keywords

spectral densityasymptotic minimax riskpartial informationasymptotically minimax estimatorsmean square criterionquasi-linear filteration of Gaussian stationary sequences

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Minimax procedures in statistical decision theory (62C20) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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