scientific article; zbMATH DE number 6152255

zbMath1289.62001MaRDI QIDQ4913785

O. Yu. Masyutka, Mikhail P. Moklyachuk

Publication date: 9 April 2013

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

zbMATH Keywords

interpolationextrapolationfilteringmean square errorrobust estimatesstationary stochastic processminimax spectral characteristicsleast favourable spectral densitystationary stochastic sequence

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Random fields; image analysis (62M40) 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 (13)

Minimax filtering of sequences with periodically stationary increments ⋮ Extrapolation of periodically correlated stochastic processes observed with noise ⋮ Minimax-robust filtering problem for stochastic sequences with stationary increments ⋮ Minimax interpolation of stochastic processes with stationary increments from observations with noise ⋮ Minimax prediction of random processes with stationary increments from observations with stationary noise ⋮ Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences ⋮ Minimax-robust filtering of functionals from periodically correlated random fields ⋮ 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 ⋮ Estimation problems for periodically correlated isotropic random fields ⋮ On minimax interpolation of stationary sequences

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