相关论文: On minimax estimation problem for stationary stoch…

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…

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…

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,…

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…

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 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…

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 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 the mean-square optimal linear estimation of the functional $A\xi=\ \int\limits_{R^s}a(t)\xi(-t)dt,$ which depends on the unknown values of stochastic stationary process $\xi(t)$ from observations of the process…

The aim of this article is to overview the problem of mean square optimal estimation of linear functionals which depend on unknown values of periodically correlated stochastic process. Estimates are based on observations of this process and…

The problem of the mean-square optimal linear estimation of the functional $A\xi=\ \int\limits_{R^s}a(t)\xi(-t)dt,$ which depends on the unknown values of stochastic stationary process $\xi(t)$ from observations of the process…

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 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 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…

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…

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…

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…

We consider stochastic sequences with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated and fractionally integrated patterns. We solve the interpolation…

We consider the problem of optimal estimation of the linear functional $A_N{\xi}=\sum_{k=0}^Na(k)\xi(k)$ depending on the unknown values of a stochastic sequence $\xi(m)$ with stationary increments from observations of the sequence…