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On optimal estimates of random variables
V. L. Khatskevich Russian Air Force Military Educational and Scientific Center of the "N. E. Zhukovskiy and Yu. A. Gagarin Air Force Academy", Voronezh
Abstract:
A class of quasilinear, mean-square optimal estimates of random variables is indicated. Optimal correlation properties of the obtained estimates are established.
Keywords:
optimal estimate of a random variable, quasilinear predictor, correlation analysis.
Citation:
V. L. Khatskevich, “On optimal estimates of random variables”, Proceedings of the Voronezh Winter Mathematical School "Modern Methods of Function Theory and Related Problems." January 28 – February 2, 2019. Part 1, Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz., 170, VINITI, Moscow, 2019, 129–137
Linking options:
https://www.mathnet.ru/eng/into528 https://www.mathnet.ru/eng/into/v170/p129
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