Open AccessMinimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences
Author(s) -
Maksym Luz,
Mikhail Moklyachuk
Publication year - 2014
Publication title -
statistics optimization and information computing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.297
H-Index - 12
eISSN - 2311-004X
pISSN - 2310-5070
DOI - 10.19139/soic.v2i3.56
Subject(s) - mathematics , minimax , sequence (biology) , combinatorics , uncorrelated , stationary sequence , spectral density , eigenvalues and eigenvectors , stochastic process , mathematical optimization , statistics , physics , genetics , quantum mechanics , biology
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