Minimax Extrapolation Problem For Harmonizable Stable Sequences With Noise Observations

Mikhail Moklyachuk, Vitalii Ostapenko

We consider the problem of optimal linear estimation of the functional $A\xi ={\sum }_{j=0}^{\infty }{a}_j{\xi }_j$ that depends on the unknown values ${\xi }_j,j=0,1,\dots ,$ of a random sequ…