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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
Cites: 12
Cited by: 25
Related to: 10
FWCI: 5.951
Citation percentile (by year/subfield): 85.09
Open Access status: bronze