Abstract
Abstract. In this paper we shall consider the interpolation problem under the condition that the spectral density of a stationary process concerned is vaguely known (i.e., Huber's ε ‐contaminated model). Then we can get a minimax robust interpolator for the class of spectral densities S={ g:g(x)=(1‐ε)f(x)+εh(x)ε Ar Do, 0<ε<1}, where f(x) is a known spectral density and D0 is a certain class of spectral densities. Also we shall consider the time series regression problem under the condition that the residual spectral density is vaguely known. Then we can get a minimax robust regression coefficient estimate for the class of the residual spectral densities S.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
