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Found 142 Documents (Results 1–100)

Estimation of multidimensional stationary stochastic sequences from observations in special sets of points. (English) Zbl 1515.60083

Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 249-307 (2022).
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Minimax prediction of sequences with periodically stationary increments observed with noise and cointegrated sequences. (English) Zbl 07713451

Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 189-247 (2022).
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Estimation problems for periodically correlated stochastic sequences with missed observations. (English) Zbl 07713449

Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 111-162 (2022).
MSC:  62M20 62P20 93E10
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Minimax-robust estimation problems for sequences with periodically stationary increments observed with noise. (English) Zbl 1474.60097

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Estimation of stochastic processes with missing observations. (English) Zbl 1430.62009

Mathematics Research Developments. New York, NY: Nova Science Publishers (ISBN 978-1-5361-5890-8/hbk; 978-1-5361-5891-5/ebook). 336 p. (2019).
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Estimation of stochastic processes with stationary increments and cointegrated sequences. (English) Zbl 1430.62007

London: ISTE; Hoboken, NJ: John Wiley & Sons (ISBN 978-1-78630-503-9/hbk; 978-1-119-66353-9/ebook). xx, 282 p. (2019).
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Estimates of functionals constructed from random sequences with periodically stationary increments. (English. Ukrainian original) Zbl 1409.60051

Theory Probab. Math. Stat. 97, 85-98 (2018); translation from Teor. Jmovirn. Mat. Stat. 97, 83-96 (2017).
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Minimax interpolation of stochastic processes with stationary increments from observations with noise. (English. Ukrainian original) Zbl 1371.60064

Theory Probab. Math. Stat. 94, 121-135 (2017); translation from Teor. Jmovirn. Mat. Stat. 94, 116-129 (2016).
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Minimax-robust filtering problem for stochastic sequences with stationary increments. (English) Zbl 1332.60059

Theory Probab. Math. Stat. 89, 127-142 (2014); translation from Teor. Jmovirn. Mat. Stat. 89, 115–129 (2013).
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Estimates of functionals of periodically correlated stochastic processes. (Оцінки функціоналів від периодично корелованих процесів.) (Ukrainian) Zbl 1324.62001

Kyïv: Interservis (ISBN 978-617-696-270-0). 208 p. (2014).
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Extrapolation of periodically correlated stochastic processes observed with noise. (English. Ukrainian original) Zbl 1353.60040

Theory Probab. Math. Stat. 88, 67-83 (2014); translation from Teor. Jmovirn. Mat. Stat. 88, 60-75 (2013).
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Estimates of functionals of random fields. (Оцінки функціоналів від випадкових полів.) (Ukrainian) Zbl 1324.62002

Uzhgorod: Autdor-Shark (ISBN 978-617-7132-04-1). 228 p. (2013).
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Interpolation of functionals of stochastic sequences with stationary increments. (English. Ukrainian original) Zbl 1343.60039

Theory Probab. Math. Stat. 87, 117-133 (2013); translation from Teor. Jmovirn. Mat. Stat. 87, 105-119 (2012).
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Filtration of linear functionals of periodically correlated sequences. (English. Ukrainian original) Zbl 1353.60041

Theory Probab. Math. Stat. 86, 51-64 (2013); translation from Teor. Jmovirn. Mat. Stat. 86, 43-55 (2012).
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Interpolation of periodically correlated stochastic sequences. (English. Ukrainian original) Zbl 1411.60050

Theory Probab. Math. Stat. 84, 43-56 (2012); translation from Teor. Jmovirn. Mat. Stat. 84, 43-56 (2011).
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Minimax-robust estimation technique for stationary stochastic processes. (English) Zbl 1289.62001

Saarbrücken: LAP Lambert Academic Publishing (ISBN 978-3-659-19817-5). 289 p. (2012).
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Nonsmooth analysis and optimization. Textbook. (Негладкий анализ та оптимізація. Навчальний посібник.) (Ukrainian) Zbl 1224.49001

Kyïv: Vydavnycho-PoligrafichnyĭTsentr, KyïvskyĭUniversytet (ISBN 978-966-439-139-6). 399 p. (2008).
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Robust estimates for functionals of stochastic processes. (Робастні оцінки функціоналів від стохастичних процесів.) (Ukrainian) Zbl 1249.62007

Kyïv: Vydavnycho-PoligrafichnyĭTsentr, KyïvskyĭUniversytet (ISBN 978-966-439-143-3). 320 p. (2008).
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Lectures on the theory of decision making. Textbook. (Лекциїз теоріївибору та прийняття рішень. Навчальний посібник.) (Ukrainian) Zbl 1183.90003

Kyïv: Vydavnycho-PoligrafichnyĭTsentr, KyïvskyĭUniversytet (ISBN 966-439-002-X). 256 p. (2007).
MSC:  90-01 91-01
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On the problem of filtration of vector stationary sequences. (Ukrainian, English) Zbl 1164.60358

Teor. Jmovirn. Mat. Stat. 75, 95-104 (2006); translation in Theory Probab. Math. Stat. 75, 109-119 (2007).
MSC:  60G35 62M20
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Interpolation of multidimensional stationary sequences. (Ukrainian, English) Zbl 1117.62103

Teor. Jmovirn. Mat. Stat. 73, 112-119 (2005); translation in Theory Probab. Math. Stat., Vol 73, 125-133 (2006).
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Minimax-robust extrapolation problems for vector-valued stochastic processes. (English) Zbl 1003.60040

Aivazian, S. (ed.) et al., Computer data analysis and modeling: Robustness and computer intensive methods (CDAM 2001). Proceedings of the 6th international conference, Minsk, Belarus, September 10-14, 2001. Vol. 2. Minsk: Belarusian State Univ., National Research Center for Applied Problems of Mathematics and Informatics; Belarusian Republican Foundation for Fundamental Research; Belarusian Statistical Association; 985-445-491-6 (vol. 2)). 131-136 (2001).
MSC:  60G25 93E11 62M20
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Linear interpolation problem for random fields on Abelian compact groups. (Ukrainian. English summary) Zbl 0971.62052

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Interpolation of vector-valued stochastic processes. (English) Zbl 1016.62502

Skorokhod, A. V. (ed.) et al., Exploring stochastic laws. Festschrift in honour of the 70th birthday of Academician Vladimir Semenovich Korolyuk. Utrecht: VSP. 329-341 (1995).
MSC:  62M09 62M20 60B11
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Robust interpolation of random fields in time and isotropic on a sphere, which are observed with noise. (English. Ukrainian original) Zbl 0941.60066

Ukr. Math. J. 47, No. 7, 1103-1112 (1995); translation from Ukr. Mat. Zh. 47, No. 7, 962-970 (1995).
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Minimax-robust interpolation of stationary stochastic processes. (English) Zbl 0926.62085

Àrato, M. (ed.) et al., New trends in probability and mathematical statistics. Proceedings of the second Ukrainian-Hungarian conference, Mukachevo, Ukraine, September 25–October 1, 1992. Kiev: TViMS. Teor. Veroyatn. Mat. Stat./Probab. Theory Math. Stat. 2, 195-205 (1995).
MSC:  62M15 60G10 62M20
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