16 citations · 22 across the 14 of their papers we have counts for
4 papers · 1 filter
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…