Sidei M. Estimates of functionals from stationary processes with missing observations

Formulas for calculating spectral characteristics and values of mean-square errors of the optimal linear estimates of the functional which depends on the unknown values of the stationary sequence or stationary process with missing observations are derived in the case when spectral densities of sequences or processes are known. In the case when the set of admissible spectral densities is given, formulas and relations for finding the least favorable spectral densities and the minimax characteristics of optimal estimates of functionals are proposed.