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Found 50 Documents (Results 1–50)

A method of preliminary forecasting of time series of financial data. (English. Russian original) Zbl 1454.91263

Cybern. Syst. Anal. 56, No. 2, 296-302 (2020); translation from Kibern. Sist. Anal. 2020, No. 2, 149-156 (2020).
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Optimal estimates in problems of extrapolation, filtration, and interpolation of functionals of random processes with values in a Hilbert space. (English. Russian original) Zbl 1403.60034

Cybern. Syst. Anal. 54, No. 5, 754-764 (2018); translation from Kibern. Sist. Anal. 2018, No. 5, 79-92 (2018).
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Equivalence of the probability measures generated by the solutions of nonlinear evolution differential equations in a Hilbert space, disturbed by Gaussian processes. II. (English. Russian original) Zbl 1326.60091

Cybern. Syst. Anal. 48, No. 1, 39-50 (2012); translation from Kibern. Sist. Anal. 2012, No. 1, 49-61 (2012).
MSC:  60H15 60G30
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Equivalence of the probability measures generated by the solutions of nonlinear evolution differential equations in a Hilbert space, disturbed by Gaussian processes. I. (English. Russian original) Zbl 1326.60092

Cybern. Syst. Anal. 47, No. 6, 907-918 (2011); translation from Kibern. Sist. Anal. 2011, No. 6, 89-101 (2011).
MSC:  60H15 60G30
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Statistical estimation of a logarithmic derivative measure in a Hilbert space. (English. Russian original) Zbl 1185.62069

Cybern. Syst. Anal. 45, No. 5, 762-766 (2009); translation from Kibern. Sist. Anal. 2009, No. 5, 106-110 (2009).
MSC:  62G05 46N30
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A method for efficient computation of optimal estimates in the extrapolation of solutions of nonlinear evolutionary differential equations in a Hilbert space. II. (English. Russian original) Zbl 1162.60319

Cybern. Syst. Anal. 44, No. 4, 555-563 (2008); Translation from Kibern. Sist. Anal. 2008, No. 4, 110-119 (2008).
MSC:  60G25 60H10 60H35
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A method for efficient computation of optimal estimates in the extrapolation of solutions of nonlinear evolutionary differential equations in a Hilbert space. I. (English. Russian original) Zbl 1158.60340

Cybern. Syst. Anal. 44, No. 3, 434-440 (2008); translation from Kibern. Sist. Anal. 2008, No. 3, 149-157 (2008).
MSC:  60G25
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