Interpolation of functionals of stochastic sequences with stationary increments
Work
Year: 2014
Type: article
Abstract: The problem of optimal estimation of a linear functional \[ A_N{\xi }=\sum _{k=0}^Na(k)\xi (k)\] that depends on unknown values of a stochastic sequence $\{\xi (m),m\in \mathbb Z\}$ with stationary in... more
Authors Maksym Luz, Mikhail Moklyachuk
Institution Taras Shevchenko National University of Kyiv
Cites: 12
Cited by: 25
Related to: 10
FWCI: 5.951
Citation percentile (by year/subfield): 85.09
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze