On stochastic equation describing the one-sided moving average process and minimax estimation problem

DOI10.1515/ROSE.1993.1.4.329zbMATH Open0833.62088OpenAlexW1989332341MaRDI QIDQ4861914

Mikhail P. Moklyachuk

Publication date: 24 March 1996

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1993.1.4.329

zbMATH Keywords

Hilbert spacestationary stochastic processoptimal linear estimationleast favourable spectral densitiesminimax spectral characteristics

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Probability theory on linear topological spaces (60B11)

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