Robust extrapolation problem for stochastic sequences with stationary increments

MaRDI QIDQ7199093arXivFDO

Authors Maksym Luz, M. P. Moklyachuk

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)

arXiv classification

math.ST

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