Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise

DOI10.1515/rose-2024-2016MaRDI QIDQ6643456

Mikhail P. Moklyachuk, Maksym Luz

Publication date: 26 November 2024

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

zbMATH Keywords

mean square errorperiodically stationary incrementsminimax interpolation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25)

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