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Teoriya Veroyatnostei i ee Primeneniya, 1974, Volume 19, Issue 3, Pages 533–546
(Mi tvp2925)
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On the detection of the deterministing component of a random field
Z. G. Maimin Moscow
Abstract:
The problem of “opitimal” detection of the trend $f(t)$ is considered for the random field $\xi(t)$ defined by equation (1). A system of equations for linear minimax estimates of coefficients of $f(t)$ being obtained, the existence and uniqueness of these estimates are proved.
Received: 01.07.1973
Citation:
Z. G. Maimin, “On the detection of the deterministing component of a random field”, Teor. Veroyatnost. i Primenen., 19:3 (1974), 533–546; Theory Probab. Appl., 19:3 (1975), 506–521
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https://www.mathnet.ru/eng/tvp2925 https://www.mathnet.ru/eng/tvp/v19/i3/p533
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Abstract page: | 142 | Full-text PDF : | 75 |
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