Maksym Luz

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Prediction problem for continuous time stochastic processes with periodically correlated increments observed with noise
(available as arXiv preprint)
N/APaper
Filtering of stochastic processes having periodically correlated increments
(available as arXiv preprint)
N/APaper
Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise
Random Operators and Stochastic Equations
2024-11-26Paper
Non-stationary stochastic processes estimation. Vector stationary increments, periodically stationary multi-seasonal increments
De Gruyter Graduate
2024-06-10Paper
Minimax Prediction of Sequences with Periodically Stationary Increments Observed with Noise and Cointegrated Sequences
Stochastic Processes: Fundamentals and Emerging Applications
2023-07-17Paper
Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise2023-07-05Paper
Filtering problem for sequences with periodically stationary multiseasonal increments with spectral densities allowing canonical factorizations2023-04-26Paper
Estimation problem for continuous time stochastic processes with periodically correlated increments2023-04-24Paper
Minimax-robust forecasting of sequences with periodically stationary long memory multiple seasonal increments2020-07-22Paper
Estimation of stochastic processes with stationary increments and cointegrated sequences2019-11-05Paper
Minimax prediction of random processes with stationary increments from observations with stationary noise
Cogent Mathematics
2019-06-27Paper
Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences
Cogent Mathematics
2019-06-27Paper
Minimax interpolation of sequences with stationary increments and cointegrated sequences
Modern Stochastics. Theory and Applications
2016-11-15Paper


Research outcomes over time


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