M. Moklyachuk

activity

20162026

most citedMinimax-robust estimation problems for stationary stochastic sequences

21 citations · 57 across the 29 of their papers we have counts for

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Showing 2016 · math.PRShow all

2 papers · 2 filters

math.PR2016★ 1 cited

Minimax Extrapolation Problem For Harmonizable Stable Sequences With Noise Observations

Mikhail Moklyachuk, Vitalii Ostapenko

We consider the problem of optimal linear estimation of the functional $A ξ = \sum_{j = 0}^{\infty} a_{j} ξ_{j}$ that depends on the unknown values $ξ_{j}, j = 0, 1, \dots,$ of a random sequ…

math.PR2016★ 3 cited

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 $A_{N} ξ = \sum_{k = 0}^{N} a (k) ξ (k)$ depending on the unknown values of a stochastic sequence $ξ (m)$ with stationary i…