Filtering of stochastic processes having periodically correlated increments

arXiv2402.06396MaRDI QIDQ6521097FDOQ6521097

Authors: Maksym Luz, M. P. Moklyachuk 

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10)

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