scientific article; zbMATH DE number 5220398

zbMath1142.62059MaRDI QIDQ5430690

Aleksandr Yu. Masyutka, Mikhail P. Moklyachuk

Publication date: 16 December 2007

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

zbMATH Keywords

interpolationextrapolationfilteringmean square errorrobust estimatestationary stochastic processleast favorable spectral densitiesminimax spectral characteristicobservations with noise

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Non-Markovian processes: estimation (62M09) Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (2)

Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences ⋮ Minimax interpolation of harmonizable sequences

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