3 papers
math.ST2025
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…
math.ST2025
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…
math.ST2025
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 proce…