2 papers
math.ST2025
Filtering of periodically correlated processes
Iryna Dubovets'ka, Mykhailo Moklyachuk
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…
math.ST2025
Minimax Estimation Problem for Periodically Correlated Stochastic Processes
Iryna Dubovets'ka, Mykhailo Moklyachuk
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…