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)
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)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A predicton problem in game theory
- An analysis of the effects of spectral uncertainty on Wiener filtering
- Robust linear extrapolations of second-order stationary processes
- Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
- First-order seasonal autoregressive processes with periodically varying parameters
- The theory of stochastic processes. I. Translated from the Russian by S. Kotz.
- Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations
- Minimax filtering of sequences with periodically stationary increments
- Interpolation of periodically correlated stochastic sequences
- Estimates of functionals constructed from random sequences with periodically stationary increments
- Robust techniques for signal processing: A survey
- Robust interpolation of sequences with periodically stationary multiplicative seasonal increments
- Empirical study of robust estimation methods for PAR models with application to the air quality area
- Estimation of Stochastic Processes with Stationary Increments and Cointegrated Sequences
- Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
- Periodic autoregressive moving average methods based on Fourier representation of periodic coefficients
This page was built for publication: Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise
