Extremal problems in minimax estimation of sequences
type: Item
instance of: scholarly article
title: Extremal problems in minimax estimation of sequences
zbMATH Open document ID: 0658.62100
author: S. H. Smith
published in: Problems of Information Transmission
publication date: 1985-01-01T00:00:00Z
review text: See the review in Zbl 0579.62071.
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 4076386
zbMATH Keywords: linear system
zbMATH Keywords: optimal estimation
zbMATH Keywords: minimax filtration and interpolation
zbMATH Keywords: asymptotic minimax estimators
zbMATH Keywords: stationary Gaussian sequence
zbMATH Keywords: quadratic loss
zbMATH Keywords: minimax risk
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 4076386