M. Luz

collaborators

6 papers

math.ST2025

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…

math.ST2025

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…

math.ST2025

Interpolation of functionals of stochastic sequences with stationary increments from observations with noise

Maksym Luz, Mykhailo Moklyachuk

The problem of optimal estimation of linear functional $A_{N} I^¾ = k = 0 \sum N a (k) I^¾ (k)$ depending on the unknown values of a stochastic sequence $I^¾ (m)$ with statio…

math.ST2025

Robust extrapolation problem for stochastic sequences with stationary increments

Maksym Luz, Mykhailo Moklyachuk

The problem of optimal estimation of functionals $A I^¾ = \sum_{k = 0}^{\infty} a (k) I^¾ (k)$ and $A_{N} I^¾ = \sum_{k = 0}^{N} a (k) I^¾ (k)$ which depend on the unknown val…

math.ST2025

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 $A I^¾ = \int_{0}^{\infty} a (t) I^¾ (- t) d t$ and $A_{T} I^¾ = \int_{0}^{T} a (t) I^¾ (- t) d t$ which depend on…

math.ST2025

Robust extrapolation problem for random processes with stationary increments

Maksym Luz, Mikhail Moklyachuk

The problem of optimal estimation of linear functionals $A I^¾ = \int_{0}^{\infty} a (t) I^¾ (t) d t$ and $A_{T} I^¾ = \int_{0}^{T} a (t) I^¾ (t) d t$ depending on the unknown values of random process…