Estimation of a linear functional and extrapolation of a random field |
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Authors: | S V Tatarinov |
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Institution: | (1) Kiev University, USSR |
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Abstract: | We consider minimax estimation of a linear functional of a homogeneous random field. A linear optimal estimator of the functional is derived and the field achieving the minimax error of the functional estimate is determined.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 59, pp. 105–113, 1986. |
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