Estimation Problems for Periodically Correlated Stochastic Sequences with Missed Observations

DOI10.52305/ABFI3483OpenAlexW4319338068MaRDI QIDQ6116218

Iryna Golichenko, Mikhail P. Moklyachuk

Publication date: 17 July 2023

Published in: Stochastic Processes: Fundamentals and Emerging Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.52305/abfi3483

zbMATH Keywords

mean square errorstationary sequenceminimax-robust estimateminimax spectral characteristicsleast favourable spectral density

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

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