On estimation problem for continuous time stationary processes from observations in special sets of points

DOI10.17721/1812-5409.2022/1.2OpenAlexW4295007954MaRDI QIDQ5084827

I. I. Golichenko, O. Yu. Masyutka, Mikhail P. Moklyachuk

Publication date: 28 June 2022

Published in: Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17721/1812-5409.2022/1.2

zbMATH Keywords

least favorable spectral densityminimax-robust estimatestationary stochastic processminimax-robust spectral characteristics

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Minimax procedures in statistical decision theory (62C20) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10)

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