Estimates of functionals of periodically correlated stochastic processes
extrapolationfilteringinterpolationleast favourable spectral densitymean square errorminimax spectral characteristicsrobust estimatesstationary stochastic processstationary stochastic sequence
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Robustness and adaptive procedures (parametric inference) (62F35) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)
- scientific article; zbMATH DE number 6607804
- Extrapolation of periodically correlated stochastic processes observed with noise
- Filtering of periodically correlated processes
- Minimax interpolation of periodically correlated processes.
- Extrapolation problem for functionals from a periodically correlated sequence
- Distribution approximations for nonlinear functionals of weakly correlated random processes
- An extension problem for discrete-time almost periodically correlated stochastic processes
- On a stationary process induced by an almost periodically correlated process
- Correlated fractional counting processes on a finite-time interval
- Minimax-robust filtering of functionals from periodically correlated random fields
- Filtering of periodically correlated processes
- Minimax interpolation of periodically correlated processes.
- Extrapolation of periodically correlated stochastic processes observed with noise
- scientific article; zbMATH DE number 6607804 (Why is no real title available?)
- Periodically correlated and multivariate symmetric stable processes related to periodic and cyclic flows
- Induced stationary process and structure of locally square integrable periodically correlated processes
- Minimax prediction of random processes with stationary increments from observations with stationary noise
- Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences
- Estimation of stochastic processes with stationary increments and cointegrated sequences
- Linear filtration methods for statistical analysis of periodically correlated random processes. I: Coherent and component methods and their generalization. II: Harmonic series representation
- On correlation function methods for detecting the stochastic transition
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