Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Maria Sidei"'
Publikováno v:
Universal Journal of Mathematics and Applications, Vol 2, Iss 1, Pp 24-32 (2019)
The problem of the mean-square optimal linear estimation of linear functionals which depend on the unknown values of a multidimensional continuous time stationary stochastic process from observations of the process with a stationary noise is consider
Externí odkaz:
https://doaj.org/article/bfb5984075fc4f63b7e7d250e13a3c9e
Publikováno v:
Statistics, Optimization and Information Computing, Vol 7, Iss 1, Pp 97-117 (2019)
This paper focuses on the problem of the mean square optimal estimation of linear functionals which dependon the unknown values of a multidimensional stationary stochastic sequence. Estimates are based on observations of these quence with an additive
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e331fe02c6d02ef88947e3d27fce9056
http://www.iapress.org/index.php/soic/article/view/527
http://www.iapress.org/index.php/soic/article/view/527
Autor:
Mikhail Moklyachuk, Maria Sidei
Publikováno v:
Statistics, Optimization and Information Computing, Vol 5, Iss 3, Pp 212-233 (2017)
In this paper, we consider the problem of the mean square optimal estimation of linear functionals which depend on unknown values of a stationary stochastic sequence based on observations of the sequence with a stationary noise. Formulas for calculat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::280bfddd0760e6d35cae22962b32297e
http://www.iapress.org/index.php/soic/article/view/284
http://www.iapress.org/index.php/soic/article/view/284
Publikováno v:
Statistics, Optimization and Information Computing, Vol 7, Iss 1, Pp 118-132 (2019)
The problem of the mean-square optimal linear estimation of linear functionals which depend on the unknown values of a multidimensional continuous time stationary stochastic processis considered.Estimates are based on observations of the process with
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::51e68d6dc76b2e5d8046a99a4d37c79f
https://doi.org/10.19139/soic.v7i1.430
https://doi.org/10.19139/soic.v7i1.430
Autor:
Maria Sidei, Mikhail Moklyachuk
Publikováno v:
Statistics, Optimization and Information Computing, Vol 4, Iss 4, Pp 308-325 (2016)
We deal with the problem of the mean-square optimal linear estimation of linear functionals which depend on the unknown values of a stationary stochastic sequence from observations of the sequence with a stationary noise sequence. Formulas for calcul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::73478524b7313ce34ac23a8c94f44ced
http://www.iapress.org/index.php/soic/article/view/241
http://www.iapress.org/index.php/soic/article/view/241
Publikováno v:
Volume: 2, Issue: 1 24-32
Universal Journal of Mathematics and Applications
Universal Journal of Mathematics and Applications
The problem of the mean-square optimal linear estimation of linear functionals which depend on the unknown values of a multidimensional continuous time stationary stochastic process from observations of the process with a stationary noise is consider
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::77102e7c787cbeff5d002212688ab008
https://dergipark.org.tr/tr/pub/ujma/issue/44032/472929
https://dergipark.org.tr/tr/pub/ujma/issue/44032/472929
Publikováno v:
Karpatsʹkì Matematičnì Publìkacìï, Vol 11, Iss 2, Pp 361-378 (2019)
The problem of mean-square optimal linear estimation of linear functionals which depend on the unknown values of a multidimensional stationary stochastic sequence is considered. Estimates are based on observations of the sequence with an additive sta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::19bac9b3001ebc7da036ab234c64ab56
Autor:
Mikhail Moklyachuk, Maria Sidei
Publikováno v:
Statistics, Optimization and Information Computing, Vol 3, Iss 3, Pp 259-275 (2015)
The problem of the mean-square optimal estimation of the linear functional $A_s\xi=\sum\limits_{l=0}^{s-1}\sum\limits_{j=M_l}^{M_l+N_{l+1}}a(j)\xi(j),$ $M_l=\sum\limits_{k=0}^l (N_k+K_k),$ \, $N_0=K_0=0,$ which depends on the unknown values of a stoc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::72f8eb4ee893db8e988aec7af5923199
https://doi.org/10.19139/soic.v3i3.149
https://doi.org/10.19139/soic.v3i3.149