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Found 1,427 Documents (Results 1–100)

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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Outcome indistinguishability. (English) Zbl 1533.68284

Khuller, Samir (ed.) et al., Proceedings of the 53rd annual ACM SIGACT symposium on theory of computing, STOC ’21, virtual, Italy, June 21–25, 2021. New York, NY: Association for Computing Machinery (ACM). 1095-1108 (2021).
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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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Guiding the guiders: foundations of a market-driven theory of disclosure. (English) Zbl 1460.91293

Jakubowski, Jacek (ed.) et al., Stochastic modeling and control. Based on the Simons semester, Warsaw, Poland, January 2 – March 31, 2019. Warsaw: Polish Academy of Sciences, Institute of Mathematics. Banach Cent. Publ. 122, 107-132 (2020).
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