Random Operators and Stochastic Equations
Editor-in-Chief: Girko, Vyacheslav
Managing Editor: Molchanov, S.
Editorial Board Member: Accardi, L. / Albeverio, Sergio / Carmona, R. / Casati, G. / Christopeit, N. / Domanski, C. / Drygas, Hilmar / Gupta, A.K. / Ibragimov, I. / Kirsch, Werner / Klein, A. / Kondratyev, Yuri / Kurotschka, V. / Leonenko, N. / Loubaton, Philippe / Orsingher, E. / Pastur, L. / Rodrigues, Waldyr A. / Shiryaev, Albert / Turbin, A.F. / Veretennikov, Alexandre
4 Issues per year
CiteScore 2016: 0.37
SCImago Journal Rank (SJR) 2016: 0.276
Source Normalized Impact per Paper (SNIP) 2016: 0.793
Mathematical Citation Quotient (MCQ) 2016: 0.09
Estimation problems are considered for a functional which depends on the unknown values of a multidimensional stationary stochastic process based on observations of the process for t < 0. Formulas are proposed for calculation the mean square error and the spectral characteristics of the optimal estimate of the functional under the condition that the spectral density of the process is known. The least favorable spectral densities and the minimax spectral characteristics of the optimal estimate of the functional are found for concrete classes of spectral densities.
Here you can find all Crossref-listed publications in which this article is cited. If you would like to receive automatic email messages as soon as this article is cited in other publications, simply activate the “Citation Alert” on the top of this page.