The Annals of Probability

A Note on Minimax Filtering

Leo Breiman

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Abstract

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.

Article information

Source
Ann. Probab., Volume 1, Number 1 (1973), 175-179.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176997033

Digital Object Identifier
doi:10.1214/aop/1176997033

Mathematical Reviews number (MathSciNet)
MR346892

Zentralblatt MATH identifier
0265.60042

JSTOR
links.jstor.org

Keywords
Stationary processes minimax filtering

Citation

Breiman, Leo. A Note on Minimax Filtering. Ann. Probab. 1 (1973), no. 1, 175--179. doi:10.1214/aop/1176997033. https://projecteuclid.org/euclid.aop/1176997033


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