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The problem of the mean-square optimal estimation of the linear functionalswhich depend on the unknown values of a stochastic stationary sequence fromobservations of the sequence in special sets of points is considered. Formulasfor calculating the mean-square error and the spectral characteristic of theoptimal linear estimate of the functionals are derived under the condition ofspectral certainty, where the spectral density of the sequence is exactlyknown. The minimax (robust) method of estimation is applied in the case wherethe spectral density of the sequence is not known exactly while some sets ofadmissible spectral densities are given. Formulas that determine the leastfavourable spectral densities and the minimax spectral characteristics arederived for some special sets of admissible densities.

On minimax estimation problem for stationary stochastic sequences from observations in special sets of points