Interpolation of functionals of stochastic sequences with stationary increments
type: Item
instance of: scholarly article
title: Interpolation of functionals of stochastic sequences with stationary increments
zbMATH Open document ID: 1343.60039
DOI: 10.1090/S0094-9000-2014-00908-4
author: M. M. Luz
author: M. P. Moklyachuk
published in: Theory of Probability and Mathematical Statistics
publication date: 2014-10-15T00:00:00Z
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 60G25
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 6356210
zbMATH Keywords: stationary increments
zbMATH Keywords: robust estimator
zbMATH Keywords: mean square error
zbMATH Keywords: least favorable spectral density
zbMATH Keywords: minimax spectral characteristic
MaRDI profile type: Publication
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full work available at URL: s0094-9000-2014-00908-4
OpenAlex ID: W2064205548
description: scientific article; zbMATH DE number 6356210