5 papers
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…
Extrapolation Problem for Continuous Time Periodically Correlated Isotropic Random Fields
Iryna Golichenko, Oleksandr Masyutka, Mykhailo Moklyachuk
The problem of optimal linear estimation of functionals depending on the unknown values of a random field , which is mean-square continuous periodically correlated with re…
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…
Interpolation of functionals of stochastic sequences with stationary increments from observations with noise
Maksym Luz, Mykhailo Moklyachuk
The problem of optimal estimation of linear functional depending on the unknown values of a stochastic sequence with statio…
Robust extrapolation problem for stochastic sequences with stationary increments
Maksym Luz, Mykhailo Moklyachuk
The problem of optimal estimation of functionals and which depend on the unknown val…