1 citations · 1 across the 2 of their papers we have counts for
4 papers
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…