21 citations · 57 across the 29 of their papers we have counts for
10 papers · 1 filter
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…