21 citations · 47 across the 14 of their papers we have counts for
19 papers · 1 filter
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…