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minimax-robust spectral characteristics
Items for "minimax-robust spectral characteristics"
Extrapolation of multidimensional stationary processes
Estimation problems are considered for a functional which depends on the unknown values
of a multidimensional stationary stochastic process
Keywords: multidimensional stationary process, optimal linear estimate, mean square error, spectral characteristics, least favorable spectral density, minimax-robust spectral characteristics
08/2006 | Random Operators and Stochastic Equations, Walter de Gruyter