Pages that link to "Item:Q2923400"

The following pages link to Extrapolation of periodically correlated stochastic processes observed with noise (Q2923400):

Displaying 13 items.

• Stochastic time series with strong, correlated measurement noise: Markov analysis in \(N\) dimensions (Q377763) (← links)
• Functional estimation incorporating prior correlation information (Q964621) (← links)
• Optimal statistical estimates of a periodic function observed in random noise (Q1079310) (← links)
• Minimax-robust filtering of functionals from periodically correlated random fields (Q2813508) (← links)
• Interpolation of periodically correlated stochastic sequences (Q2849244) (← links)
• Filtering of periodically correlated processes (Q2850862) (← links)
• Minimax interpolation of periodically correlated processes. (Q2850921) (← links)
• Extrapolation problem for functionals from a periodically correlated sequence (Q2897601) (← links)
• Filtration of linear functionals of periodically correlated sequences (Q2922888) (← links)
• (Q2990024) (← links)
• Minimax prediction of random processes with stationary increments from observations with stationary noise (Q4966725) (← links)
• Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences (Q4966753) (← links)
• Extrapolation problem for periodically correlated stochastic sequences with missing observations (Q5018584) (← links)