Copertina

Extrapolation Problem for Continuous Time Periodically Correlated Isotropic Random Fields

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Golichenko, Iryna, Masyutka, Oleksandr, Moklyachuk, Mykhailo
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Statistics Theory 60G60, 62M40, 62M20, 93E10
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Filtering of Continuous Time Periodically Correlated Isotropic Random Fields
di: Golichenko, Iryna, et al.
Pubblicazione: (2016)

Minimax-robust interpolation problem for periodically correlated isotropic on a sphere random field
di: Golichenko, Iryna, et al.
Pubblicazione: (2025)

Extrapolation Problem for Multidimensional Stationary Sequences with Missing Observations
di: Masyutka, Oleksandr, et al.
Pubblicazione: (2025)

Minimax Estimation Problem for Periodically Correlated Stochastic Processes
di: Dubovets'ka, Iryna, et al.
Pubblicazione: (2025)

On Minimax Estimation Problems for Periodically Correlated Stochastic Processes
di: Dubovets'ka, Iryna, et al.
Pubblicazione: (2025)

Interpolation Problem for Multidimensional Stationary Processes with Missing Observations
di: Masyutka, Oleksandr, et al.
Pubblicazione: (2025)

Filtering of periodically correlated processes
di: Dubovets'ka, Iryna, et al.
Pubblicazione: (2025)

Filtering Problem for Functionals of Stationary Processes with Missing Observations
di: Moklyachuk, Mykhailo, et al.
Pubblicazione: (2025)

Filtering of Multidimensional Stationary Sequences with Missing Observations
di: Masyutka, Oleksandr, et al.
Pubblicazione: (2018)

Robust Forecasting of Sequences with Periodically Stationary Long Memory Multiplicative Seasonal Increments Observed with Noise and Cointegrated Sequences
di: Luz, Maksym, et al.
Pubblicazione: (2025)

Robust interpolation of sequences with periodically stationary multiplicative seasonal increments
di: Luz, Maksym, et al.
Pubblicazione: (2025)

Robust extrapolation problem for stochastic sequences with stationary increments
di: Luz, Maksym, et al.
Pubblicazione: (2025)

Interpolation of functionals of stochastic sequences with stationary increments from observations with noise
di: Luz, Maksym, et al.
Pubblicazione: (2025)

Prediction problem for continuous time stochastic processes with periodically correlated increments observed with noise
di: Luz, Maksym, et al.
Pubblicazione: (2023)

Filtering of stochastic processes having periodically correlated increments
di: Luz, Maksym, et al.
Pubblicazione: (2024)

Filtering Problem for Functionals of Stationary Sequences
di: Luz, Maksym, et al.
Pubblicazione: (2024)

Minimax-robust estimation problems for stationary stochastic sequences
di: Moklyachuk, Mikhail
Pubblicazione: (2024)

Filtering Problem for Functionals of Stationary Processes with Missing Observations
di: Moklyachuk, Mikhail, et al.
Pubblicazione: (2016)

On interpolation problem for multidimensional harmonizable stable sequences with noise observations
di: Moklyachuk, Mikhail
Pubblicazione: (2025)

Minimax Extrapolation Problem For Harmonizable Stable Sequences With Noise Observations
di: Moklyachuk, Mikhail, et al.
Pubblicazione: (2016)

The Integer-valued Moving-Average Random Field
di: Silbernagel, Angelika, et al.
Pubblicazione: (2026)

A Sequential Testing Problem with Signal Control
di: Campbell, Steven, et al.
Pubblicazione: (2025)

A Note on Inferential Decisions, Errors and Path-Dependency
di: Wren, Kangda K.
Pubblicazione: (2025)

Learning to reflect: A unifying approach for data-driven stochastic control strategies
di: Christensen, Sören, et al.
Pubblicazione: (2021)

Testing LRD in the spectral domain for functional time series in manifolds
di: Ruiz-Medina, M. D., et al.
Pubblicazione: (2024)

Fractional Cointegration of Geometric Functionals
di: Caponera, Alessia, et al.
Pubblicazione: (2025)

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
di: Pumi, Guilherme, et al.
Pubblicazione: (2026)

Cluster size distributions of discrete random fields
di: Cheng, Dan, et al.
Pubblicazione: (2026)

Local asymptotic normality for discretely observed McKean-Vlasov diffusions
di: Heidari, Akram, et al.
Pubblicazione: (2025)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
di: Pumi, Guilherme, et al.
Pubblicazione: (2025)

Unit-Weibull Autoregressive Moving Average Models
di: Pumi, Guilherme, et al.
Pubblicazione: (2022)

An Aldous-Hoover type representation for row exchangeable arrays
di: Donald, Evan, et al.
Pubblicazione: (2025)

Object detection under the linear subspace model with application to cryo-EM images
di: Eldar, Amitay, et al.
Pubblicazione: (2024)

Direct Estimation of Schrödinger Bridge Time-Series Drifts: Finite-Sample, Asymptotic, and Adaptive Guarantees
di: Mazhar, Othmane, et al.
Pubblicazione: (2026)

Edge-indexed network time series with graph Ornstein-Uhlenbeck dynamics
di: Chen, Jiaming, et al.
Pubblicazione: (2026)

Nonparametric Inference for Noise Covariance Kernels in Parabolic SPDEs using Space-Time Infill-Asymptotics
di: Petersson, Andreas, et al.
Pubblicazione: (2025)

On nonparametric estimation of the interaction function in particle system models
di: Belomestny, Denis, et al.
Pubblicazione: (2024)

Evolving privacy: drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP
di: Amorino, Chiara, et al.
Pubblicazione: (2024)

Asymptotic Expansions for High-Frequency Option Data
di: Chong, Carsten H., et al.
Pubblicazione: (2023)

Insights into Tail-Based and Order Statistics
di: Almani, Hamidreza Maleki
Pubblicazione: (2025)