Pages that link to "Item:Q2850862"

The following pages link to Filtering of periodically correlated processes (Q2850862):

Displaying 13 items.

• Linear filtration methods for statistical analysis of periodically correlated random processes. I: Coherent and component methods and their generalization. II: Harmonic series representation (Q634869) (← links)
• Causal Wiener filter banks for periodically correlated time series (Q970805) (← links)
• Optimal statistical estimates of a periodic function observed in random noise (Q1079310) (← links)
• Asymmetric filters in correlated ARIMA components (Q2639557) (← links)
• Minimax-robust filtering of functionals from periodically correlated random fields (Q2813508) (← links)
• Minimax interpolation of periodically correlated processes. (Q2850921) (← links)
• Filtration of linear functionals of periodically correlated sequences (Q2922888) (← links)
• Extrapolation of periodically correlated stochastic processes observed with noise (Q2923400) (← links)
• Minimax-robust filtering problem for stochastic sequences with stationary increments (Q2944758) (← links)
• (Q2990024) (← links)
• Discrete-time filtering of noise correlated continuous-time processes: modeling and derivation of the sampling period sensitivities (Q3211220) (← links)
• (Q3677009) (← links)
• Filltering of a partially observed process in the case of a high signal –to–noise ratio for correlated systems (Q4487012) (← links)