16 citations · 25 across the 15 of their papers we have counts for
16 papers
Robust interpolation of sequences with periodically stationary multiplicative seasonal increments
Maksym Luz, Mykhailo Moklyachuk
We consider stochastic sequences with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated and fra…
Robust Forecasting of Sequences with Periodically Stationary Long Memory Multiplicative Seasonal Increments Observed with Noise and Cointegrated Sequences
Maksym Luz, Mykhailo Moklyachuk
The problem of optimal estimation of linear functionals constructed from unobserved values of stochastic sequence with periodically stationary increments based on observations of t…
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 stationar…
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 values…
Filtering Problem for Random Processes with Stationary Increments
Maksym Luz, Mykhailo Moklyachuk
This paper deals with the problem of optimal mean-square filtering of the linear functionals and which depend on the…
Robust extrapolation problem for random processes with stationary increments
Maksym Luz, Mikhail Moklyachuk
The problem of optimal estimation of linear functionals and depending on the unknown values of random process $ξ(t…
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…
Prediction problem for continuous time stochastic processes with periodically correlated increments observed with noise
Maksym Luz, Mikhail Moklyachuk
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 pe…
Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise
Maksym Luz, Mikhail Moklyachuk
We deal with the problem of optimal estimation of the linear functionals constructed from the missed values of a continuous time stochastic process with periodically station…
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…
Minimax-robust estimation problems for sequences with periodically stationary increments observed with noise
Maksym Luz, Mikhail Moklyachuk
The problem of optimal estimation of linear functionals constructed from the unobserved values of a stochastic sequence with periodically stationary increments based on observation…
Robust filtering of sequences with periodically stationary multiplicative seasonal increments
Maksym Luz, Mikhail Moklyachuk
We study stochastic sequences with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated and…
Minimax-robust forecasting of sequences with periodically stationary long memory multiple seasonal increments
Maksym Luz, Mikhail Moklyachuk
We introduce stochastic sequences with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated…
Minimax interpolation of sequences with stationary increments and cointegrated sequences
Maksym Luz, Mikhail Moklyachuk
We consider the problem of optimal estimation of the linear functional depending on the unknown values of a stochastic sequence with stationary i…