Related papers: Robust interpolation of sequences with periodicall…
We study stochastic sequences $\xi(k)$ with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated and fractionally integrated patterns. We solve the filtering…
The problem of optimal estimation of linear functionals constructed from unobserved values of stochastic sequence with periodically stationary increments based on observations of the sequence with a periodically stationary noise is…
The problem of mean square optimal estimation of linear functionals which depend on the unobserved values of a periodically correlated stochastic sequence is considered. The estimates are based on observations of the sequence with a noise.…
The problem of optimal estimation of linear functionals constructed from the unobserved values of a stochastic sequence with periodically stationary increments based on observations of the sequence with stationary noise is considered. For…
We introduce stochastic sequences $\zeta(k)$ with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated and fractionally integrated patterns. We solve the…
The problem of the mean-square optimal linear estimation of linear functionals which depend on the unknown values of a multidimensional continuous time stationary stochastic process is considered. Estimates are based on observations of the…
We deal with the problem of optimal estimation of the linear functionals constructed from unobserved values of a continuous time stochastic process with periodically correlated increments based on past observations of this process. To solve…
We propose solution of the problem of the mean square optimal estimation of linear functionals which depend on the unobserved values of a continuous time stochastic process with periodically correlated increments based on observations of…
This paper focuses on the problem of the mean square optimal estimation of linear functionals which depend on the unknown values of a multidimensional stationary stochastic sequence. Estimates are based on observations of the sequence with…
The problem of optimal estimation of linear functional ${{A}_{N}}\xi =\sum\limits_{k=0}^{N}{a(k)\xi (k)}\,$ depending on the unknown values of a stochastic sequence $\xi (m)$ with stationary $n$-th increments from observations of the…
The problem of mean-square optimal linear estimation of linear functionals which depend on the unknown values of a multidimensional stationary stochastic sequence from observations of the sequence with a noise and missing observations is…
We consider a stochastic sequence $\xi(m)$ with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated and fractionally integrated patterns. The filtering…
The problem of the mean-square optimal linear estimation of functionals which depend on the unknown values of a stationary stochastic sequence from observations of the sequence with noise is considered. In the case of spectral certainty,…
This survey provides an overview of optimal estimation of linear functionals which depend on the unknown values of a stationary stochastic sequence. Based on observations of the sequence without noise as well as observations of the sequence…
We deal with the problem of optimal estimation of the linear functionals constructed from the missed values of a continuous time stochastic process $\xi(t)$ with periodically stationary increments at points $t\in[0;(N+1)T]$ based on…
The problem of the mean-square optimal estimation of the linear functionals which depend on the unknown values of a stochastic stationary sequence from observations of the sequence in special sets of points is considered. Formulas for…
The problem of optimal estimation of functionals $A\xi =\sum\nolimits_{k=0}^{\infty }{}a(k)\xi (k)$ and ${{A}_{N}}\xi =\sum\nolimits_{k=0}^{N}{}a(k)\xi (k)$ which depend on the unknown values of stochastic sequence $\xi (k)$ with stationary…
The problem of optimal linear estimation of linear functionals depending on the unknown values of a periodically correlated stochastic process from observations of the process with additive noise is considered. Formulas for calculating the…
The problem of optimal linear estimation of a linear functional depending on the unknown values of periodically correlated stochastic process from observations of the process with additive noise is considered. Formulas for calculating the…
We deal with the problem of the mean square optimal estimation of linear transformations of the unobserved values of a continuous time stochastic process with periodically correlated increments. Estimates are based on observations of the…