scientific article; zbMATH DE number 1409897

MaRDI QIDQ4940314zbMATH OpenFDO

Authors M. P. Moklyachuk

Publication date 2 March 2000

zbMATH Keywords

extrapolationobservation with noiseprediction theorystationary sequence

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) Filtering in stochastic control theory (93E11)

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Cited in

(15)

• Sufficient statistics in problems of extrapolation of stationary sequences
• Solution of the extrapolation problem for a class of stochastic processes
• Extrapolation from a finite interval for a stationary process of a particular form
• On causal extrapolation of sequences with applications to forecasting
• On the extrapolation of entire functions observed in a Gaussian white noise
• Robust procedures in time series analysis
• Interpolation of periodically correlated stochastic sequences
• Polynomial and rational solutions of a problem of A. N. Kolmogorov
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• Some empirical investigations of the autocorrelation function extrapolation
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• Extrapolation of multidimensional stationary sequences
• Optimal linear filtering and extrapolation of realizations of a vector random function observed with errors

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