21 citations · 37 across the 5 of their papers we have counts for
5 papers
Minimax-robust estimation problems for stationary stochastic sequences
Mikhail Moklyachuk
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 se…
Filtering Problem for Functionals of Stationary Sequences
Maksym Luz, Mikhail Moklyachuk
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 wit…
Filtering of stochastic processes having periodically correlated increments
Maksym Luz, Mikhail Moklyachuk
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 correlat…
Filtering problem for sequences with periodically stationary multiseasonal increments with spectral densities allowing canonical factorizations
Maksym Luz, Mikhail Moklyachuk
We consider a stochastic sequence with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated…
Estimation problem for continuous time stochastic processes with periodically correlated increments
Maksym Luz, Mikhail Moklyachuk
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 inc…