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Found 164 Documents (Results 1–100)

Non-stationary stochastic processes estimation. Vector stationary increments, periodically stationary multi-seasonal increments. (English) Zbl 07862697

De Gruyter Graduate. Berlin: De Gruyter (ISBN 978-3-11-132533-0/pbk; 978-3-11-132562-0/ebook). xviii, 292 p. (2024).
MSC:  62-02
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Prediction problem for continuous time stochastic processes with periodically correlated increments observed with noise. arXiv:2401.08642

Preprint, arXiv:2401.08642 [math.ST] (2023).
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Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise. arXiv:2307.02676

Preprint, arXiv:2307.02676 [math.ST] (2023).
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Filtering problem for sequences with periodically stationary multiseasonal increments with spectral densities allowing canonical factorizations. arXiv:2304.13683

Preprint, arXiv:2304.13683 [math.ST] (2023).
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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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Sample continuity and modeling of stochastic processes from the spaces \(D_{V,W}\). (English. Russian original) Zbl 1251.60030

Theory Probab. Math. Stat. 83, 95-110 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 80-91 (2010).
MSC:  60G07 60G20
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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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