Minimax prediction of random processes with stationary increments from observations with stationary noise
Author:
Affiliation:
1. Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, 01601Ukraine
Publisher
Informa UK Limited
Subject
Materials Chemistry
Link
https://www.tandfonline.com/doi/pdf/10.1080/23311835.2015.1133219
Reference41 articles.
1. Interpolation of periodically correlated stochastic sequences
2. Filtration of linear functionals of periodically correlated sequences
3. Extrapolation of periodically correlated stochastic processes observed with noise
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