21 citations · 57 across the 29 of their papers we have counts for
30 papers
Minimax approach to the estimation problem for homogeneous random fields
Oleksandr Masyutka, Mikhail Moklyachuk
The problem of the mean-square optimal estimation of the linear functionals which depend on the unknown values of a multidimensional homogeneous random field from observations of t…
On Minimax Estimation Problems for Periodically Correlated Stochastic Processes
Iryna Dubovets'ka, Mykhailo Moklyachuk
The aim of this article is to overview the problem of mean square optimal estimation of linear functionals which depend on unknown values of periodically correlated stochastic proc…
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…
Interpolation Problem for Multidimensional Stationary Processes with Missing Observations
Oleksandr Masyutka, Mikhail Moklyachuk, Maria Sidei
The problem of the mean-square optimal linear estimation of linear functionals which depend on the unknown values of a multidimensional continuous time stationary stochastic proces…
Extrapolation Problem for Multidimensional Stationary Sequences with Missing Observations
Oleksandr Masyutka, Mikhail Moklyachuk, Maria Sidei
This paper focuses on the problem of the mean square optimal estimation of linear functionals which depend on the unknown values of a multidimensional stationary stochastic sequenc…
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…
Filtering Problem for Functionals of Stationary Processes with Missing Observations
Mykhailo Moklyachuk, Maria Sidei
The problem of the mean-square optimal linear estimation of the functional which depends on the unknown values of stochastic stationary process…
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…
Estimation of periodically correlated random fields that are isotropic on a sphere
Iryna Golichenko, Oleksandr Masyutka, Mykhailo Moklyachuk
The problem of optimal linear estimation of functionals depending on the unknown values of a spatial temporal isotropic random field , which is periodically correlated with…
On interpolation problem for multidimensional harmonizable stable sequences with noise observations
Mikhail Moklyachuk
We consider the problem of optimal linear estimation of the functional that depends on the unknown values $\vecξ(j),j=0…
Minimax-robust estimation problems for stationary stochastic sequences
Mikhail Moklyachuk
This survey provides an overview of optimal estimation of linear functionals which depend on the unknown values of a stationary stochastic sequence. Based on observations of the se…
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…
On minimax estimation problem for stationary stochastic sequences from observations in special sets of points
Oleksandr Masyutka, Mikhail Moklyachuk
The problem of the mean-square optimal estimation of the linear functionals which depend on the unknown values of a stochastic stationary sequence from observations of the sequence…
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 extrapolation problem for periodically correlated stochastic sequences with missing observations
Iryna Golichenko, Oleksandr Masyutka, Mikhail Moklyachuk
The problem of optimal estimation of the linear functionals which depend on the unknown values of a periodically correlated stochastic sequence from observations of the sequ…
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…
On Distributions of One Class of Random Sums and their Applications
Ivan Matsak, Mikhail Moklyachuk
We propose results of the investigation of properties of the random sums of random variables. We consider the case, where the number of summands is the first moment of an event occ…