Luz, Maksym; Moklyachuk, Mikhail Minimax interpolation of sequences with stationary increments and cointegrated sequences. (English) Zbl 1351.49026 Mod. Stoch., Theory Appl. 3, No. 1, 59-78 (2016). MSC: 49K35 60G10 62G05 60G25 62M20 PDFBibTeX XMLCite \textit{M. Luz} and \textit{M. Moklyachuk}, Mod. Stoch., Theory Appl. 3, No. 1, 59--78 (2016; Zbl 1351.49026) Full Text: DOI arXiv
Luz, M. M.; Moklyachuk, M. P. 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). MSC: 60G35 60G25 60G10 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{M. M. Luz} and \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 89, 127--142 (2014; Zbl 1332.60059); translation from Teor. Jmovirn. Mat. Stat. 89, 115--129 (2013) Full Text: DOI
Moklyachuk, Mikhail; Masyutka, Aleksandr Minimax prediction problem for multidimensional stationary stochastic sequences. (English) Zbl 1224.62085 Theory Stoch. Process. 14, No. 3-4, 89-103 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M20 60G10 60G35 93E11 PDFBibTeX XMLCite \textit{M. Moklyachuk} and \textit{A. Masyutka}, Theory Stoch. Process. 14, No. 3--4, 89--103 (2008; Zbl 1224.62085)
Moklyachuk, M. P. 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). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62M09 62M40 62M15 62-02 62F35 62P30 62P35 PDFBibTeX XMLCite \textit{M. P. Moklyachuk}, Робастні оцінки функціоналів від стохастичних процесів (Ukrainian). Kyïv: Vydavnycho-Poligrafichnyĭ\ Tsentr, Kyïvskyĭ\ Universytet (2008; Zbl 1249.62007)
Moklyachuk, M. P.; Masyutka, O. Yu. 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). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60G35 62M20 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{O. Yu. Masyutka}, Teor. Ĭmovirn. Mat. Stat. 75, 95--104 (2006; Zbl 1164.60358); translation in Theory Probab. Math. Stat. 75, 109--119 (2007) Full Text: Link
Moklyachuk, Mikhail Robust procedures in time series analysis. (English) Zbl 0967.62074 Theory Stoch. Process. 6(22), No. 3-4, 127-147 (2000). Reviewer: Mikhail Yadrenko (Kyïv) MSC: 62M20 60G35 62M15 93E10 93E11 PDFBibTeX XMLCite \textit{M. Moklyachuk}, Theory Stoch. Process. 6(22), No. 3--4, 127--147 (2000; Zbl 0967.62074)
Moklyachuk, M. P. Stochastic autoregressive sequences and minimax interpolation. (English. Ukrainian original) Zbl 0840.60032 Theory Probab. Math. Stat. 48, 95-103 (1994); translation from Teor. Jmovirn. Mat. Stat. 48, 135-146 (1993). MSC: 60G10 60G25 62M20 93E10 62C20 PDFBibTeX XMLCite \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 48, 1 (1993; Zbl 0840.60032); translation from Teor. Jmovirn. Mat. Stat. 48, 135--146 (1993)
Moklyachuk, M. P. On the problem of minimax extrapolation of vector sequences perturbed by white noise. (English. Russian original) Zbl 0834.62095 Theory Probab. Math. Stat. 46, 89-102 (1993); translation from Teor. Jmovirn. Mat. Stat. 46, 88-104 (1992). MSC: 62M20 62M15 PDFBibTeX XMLCite \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 46, 1 (1992; Zbl 0834.62095); translation from Teor. Jmovirn. Mat. Stat. 46, 88--104 (1992)
Moklyachuk, M. P. Minimax filtration of linear transformations of stationary sequences. (English. Russian original) Zbl 0727.62091 Ukr. Math. J. 43, No. 1, 75-81 (1991); translation from Ukr. Mat. Zh. 43, No. 1, 92-99 (1991). Reviewer: M.P.Moklyachuk MSC: 62M20 62M15 60G35 60G25 93E10 PDFBibTeX XMLCite \textit{M. P. Moklyachuk}, Ukr. Math. J. 43, No. 1, 75--81 (1991; Zbl 0727.62091); translation from Ukr. Mat. Zh. 43, No. 1, 92--99 (1991) Full Text: DOI