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Problemy Peredachi Informatsii, 1985, Volume 21, Issue 3, Pages 36–52 (Mi ppi994)  
Methods of Signal Processing

Extremal Problems in Minimax Estimation of Sequences

G. K. Golubev, M. S. Pinsker
Full-text PDF (1464 kB)
Abstract: The authors consider extremal problems of estimation of sequences, in particular minimax problems of filtration, interpolation, and extrapolation. For quadratic losses and classes of sequences formed from all possible responses of a linear system, they determine the minimax risk and set up estimates on which it is attained.
Received: 15.08.1983
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.27
Language: Russian
Citation: G. K. Golubev, M. S. Pinsker, “Extremal Problems in Minimax Estimation of Sequences”, Probl. Peredachi Inf., 21:3 (1985), 36–52; Problems Inform. Transmission, 21:3 (1985), 192–206
Citation in format AMSBIB
\Bibitem{GolPin85}
\by G.~K.~Golubev, M.~S.~Pinsker
\paper Extremal Problems in Minimax Estimation of Sequences
\jour Probl. Peredachi Inf.
\yr 1985
\vol 21
\issue 3
\pages 36--52
\mathnet{http://mi.mathnet.ru/ppi994}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=812235}
\zmath{https://zbmath.org/?q=an:0658.62100|0579.62071}
\transl
\jour Problems Inform. Transmission
\yr 1985
\vol 21
\issue 3
\pages 192--206
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    		Проблемы передачи информации Problems of Information Transmission
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