The following pages link to (Q2990024):
Displaying 15 items.
- Periodically correlated autoregressive Hilbertian processes (Q453784) (← links)
- 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)
- On minimax interpolation of stationary sequences (Q2103776) (← links)
- Minimax filtering of sequences with periodically stationary increments (Q2132093) (← links)
- Minimax-robust filtering of functionals from periodically correlated random fields (Q2813508) (← links)
- Minimax interpolation of harmonizable sequences (Q2817058) (← links)
- Interpolation of periodically correlated stochastic sequences (Q2849244) (← links)
- Extrapolation problem for functionals from a periodically correlated sequence (Q2897601) (← links)
- Filtration of linear functionals of periodically correlated sequences (Q2922888) (← links)
- Extrapolation of periodically correlated stochastic processes observed with noise (Q2923400) (← links)
- Interpolation of stationary sequences observed with a noise (Q2960468) (← links)
- Estimates of functionals constructed from random sequences with periodically stationary increments (Q3120620) (← links)
- Filtering of multidimensional stationary sequences with missing observations (Q5219899) (← links)
- Minimax interpolation of stochastic processes with stationary increments from observations with noise (Q5351668) (← links)
- Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise (Q6643456) (← links)
