scientific article; zbMATH DE number 6665482

zbMATH Open1363.60052arXiv1609.01679MaRDI QIDQ5507317

M. I. Sidei, Mikhail P. Moklyachuk

Publication date: 16 December 2016

Full work available at URL: https://arxiv.org/abs/1609.01679

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zbMATH Keywords

mean-square errorspectral characteristicextrapolation problemleast favourable spectral densitiesminimax spectral characteristicsoptimal linear estimate

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (4)

ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES ⋮ Interpolation of functionals of stochastic sequences with stationary increments from observations with noise ⋮ Filtering of periodically correlated processes ⋮ Minimax interpolation of periodically correlated processes.

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