Minimax prediction of sequences with periodically stationary increments
The problem of optimal estimation of linear functionals constructed from unobserved values of a stochastic sequence with periodically stationary increments based on its observations at points $ k<0$ is considered. For sequences with known spectral densities, we obtain formulas for calculating val...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vasyl Stefanyk Precarpathian National University
2021-08-01
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| Series: | Karpatsʹkì Matematičnì Publìkacìï |
| Subjects: | |
| Online Access: | https://journals.pnu.edu.ua/index.php/cmp/article/view/3949 |