Extrapolation Problem for Multidimensional Stationary Sequences with Missing Observations

MaRDI QIDQ7202659arXivFDO

Authors O. Yu. Masyutka, M. P. Moklyachuk, Maria Sidei

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

arXiv classification

math.ST

This page was built for publication: Extrapolation Problem for Multidimensional Stationary Sequences with Missing Observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7202659)