Extrapolation problem for functionals from a periodically correlated sequence

zbMATH Open1249.60072MaRDI QIDQ2897601FDOQ2897601

Authors: I. I. Dubovets'ka 

Publication date: 16 July 2012

Published in: Visnyk. Matematyka. Mekhanika. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)

Recommendations

• Filtration of linear functionals of periodically correlated sequences
• Interpolation of periodically correlated stochastic sequences
• Extrapolation of periodically correlated stochastic processes observed with noise
• scientific article; zbMATH DE number 6607804

zbMATH Keywords

optimal estimateminimax spectral characteristicperiodically correlated sequenceleast favourable spectral density

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12)

Cited In (11)

• Functional estimation incorporating prior correlation information
• Title not available (Why is that?)
• Title not available (Why is that?)
• The maximum prediction error for periodically correlated sequences
• Extrapolation of periodically correlated stochastic processes observed with noise
• Filtering of periodically correlated processes
• Interpolation of periodically correlated stochastic sequences
• Filtration of linear functionals of periodically correlated sequences
• Optimization with respect to covariance sequence parameters
• Estimates of functionals of periodically correlated stochastic processes
• On periodic asymmetric extrapolation

This page was built for publication: Extrapolation problem for functionals from a periodically correlated sequence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2897601)