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07/05/2023
Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise
We deal with the problem of optimal estimation of the linear functionals...
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04/26/2023
Filtering problem for sequences with periodically stationary multiseasonal increments with spectral densities allowing canonical factorizations
We consider a stochastic sequence ξ(m) with periodically stationary gene...
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04/24/2023
Estimation problem for continuous time stochastic processes with periodically correlated increments
We deal with the problem of optimal estimation of the linear functionals...
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10/15/2021
Minimax-robust estimation problems for sequences with periodically stationary increments observed with noise
The problem of optimal estimation of linear functionals constructed from...
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10/14/2021
Robust filtering of sequences with periodically stationary multiplicative seasonal increments
We study stochastic sequences ξ(k) with periodically stationary generali...
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07/22/2020