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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1974 Volume 19, Issue 3, Pages 533–546 (Mi tvp2925)

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


 English version:
Theory of Probability and its Applications, 1975, 19:3, 506–521

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