A Note on Minimax Filtering
Breiman, Leo
Ann. Probab., Tome 1 (1973) no. 5, p. 175-179 / Harvested from Project Euclid
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A minimax procedure is found for filtering the "signal" from the "noise" in a stationary time series when it is known only that the spectral distribution function of the "signal" lies in a convex set defined by linear inequalities.
Publié le : 1973-02-14
Classification:  Stationary processes,  minimax filtering 
@article{1176997033,
     author = {Breiman, Leo},
     title = {A Note on Minimax Filtering},
     journal = {Ann. Probab.},
     volume = {1},
     number = {5},
     year = {1973},
     pages = { 175-179},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176997033}
}

Breiman, Leo. A Note on Minimax Filtering. Ann. Probab., Tome 1 (1973) no. 5, pp.  175-179. http://gdmltest.u-ga.fr/item/1176997033/