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