Estimation of stochastic processes with missing observations
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Inference from stochastic processes and prediction (62M20) Missing data (62D10) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)
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Cited in
(13)- Estimation and smoothing from incomplete data for a class of lattice processes
- On minimax interpolation of stationary sequences
- Minimax filtering of sequences with periodically stationary increments
- Estimation of missing values in the general gauss-maekoff model
- scientific article; zbMATH DE number 177662 (Why is no real title available?)
- SYMMETRIC STABLE SEQUENCES WITH MISSING OBSERVATIONS
- An extrapolation problem for functionals of stationary processes with missing observations
- Interpolation of functionals of stationary processes with missing observations
- scientific article; zbMATH DE number 2169753 (Why is no real title available?)
- Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise
- Joint estimation of missed observations and parameters of linear controllable processes
- On estimation problem for continuous time stationary processes from observations in special sets of points
- scientific article; zbMATH DE number 3947468 (Why is no real title available?)
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