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Estimates of Stochastic Processes with Stationary Increments and Cointegrated Sequences

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Luz, Maksym
Otros Autores: Moklyachuk, Mikhail
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Newark : John Wiley & Sons, Incorporated, 2019.
Temas:
Acceso en línea:Texto completo

MARC

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245 1 0 |a Estimates of Stochastic Processes with Stationary Increments and Cointegrated Sequences 
260 |a Newark :  |b John Wiley & Sons, Incorporated,  |c 2019. 
300 |a 1 online resource (313 pages) 
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505 0 |6 880-01  |a Cover; Half-Title Page; Title Page; Copyright Page; Contents; Notations; Introduction; 1. Stationary Increments of Discrete Time Stochastic Processes: Spectral Representation; 2. Extrapolation Problem for Stochastic Sequences with Stationary nth Increments; 2.1. The classical method of extrapolation; 2.2. Minimax (robust) method of extrapolation; 2.3. Least favorable spectral density in the class D0ƒ; 2.4. Least favorable spectral densities which admit factorization in the class D0ƒ; 2.5. Least favorable spectral density in the class Duv 
505 8 |a 2.6. Least favorable spectral density which admits factorization in the class Duv3. Interpolation Problem for Stochastic Sequences with Stationary nth Increments; 3.1. The classical method of interpolation; 3.2. Minimax method of interpolation; 3.3. Least favorable spectral densities in the class D-0,n; 3.4. Least favorable spectral densities in the class D-M, n; 4. Extrapolation Problem for Stochastic Sequences with Stationary nth Increments Based on Observations with Stationary Noise; 4.1. The classical method of extrapolation with noise 
590 |a ProQuest Ebook Central  |b Ebook Central Academic Complete 
650 0 |a Stochastic processes. 
650 6 |a Processus stochastiques. 
650 7 |a Stochastic processes  |2 fast 
700 1 |a Moklyachuk, Mikhail. 
758 |i has work:  |a Estimation of stochastic processes with stationary increments and cointegrated sequences (Text)  |1 https://id.oclc.org/worldcat/entity/E39PCFyyR8RxWkGdvRtyhf8CFC  |4 https://id.oclc.org/worldcat/ontology/hasWork 
776 0 8 |i Print version:  |a Luz, Maksym.  |t Estimates of Stochastic Processes with Stationary Increments and Cointegrated Sequences.  |d Newark : John Wiley & Sons, Incorporated, ©2019  |z 9781786305039 
856 4 0 |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=5904681  |z Texto completo 
880 8 |6 505-00/Grek  |a 4.2. Extrapolation of cointegrated stochastic sequences4.3. Minimax (robust) method of extrapolation; 4.4. Least favorable spectral densities in the class D0ƒ × D0g; 4.5. Least favorable spectral densities which admit factorization in the class D0ƒ × D0g; 4.6. Least favorable spectral densities in the class Duv × Dϵ; 4.7. Least favorable spectral densities which admit factorization in the class Duv × Dϵ; 5. Interpolation Problem for Stochastic Sequences with Stationary nth Increments Based on Observations with Stationary Noise; 5.1. The classical method of interpolation with noise 
880 8 |6 505-00/Grek  |a 5.2. Interpolation of cointegrated stochastic sequences5.3. Minimax (robust) method of interpolation; 5.4. Least favorable spectral densities in the class D-0,ƒ × D-0,g; 5.5. Least favorable spectral densities in the class D2ϵ1 × D1ϵ2; 6. Filtering Problem of Stochastic Sequences with Stationary nth Increments Based on Observations with Stationary Noise; 6.1. The classical method of filtering; 6.2. Filtering problem for cointegrated stochastic sequences; 6.3. Minimax (robust) method of filtering; 6.4. Least favorable spectral densities in the class D0ƒ × D0g 
880 8 |6 505-00/Grek  |a 6.5. Least favorable spectral densities which admit factorization in the class D0ƒ × D0g6.6. Least favorable spectral densities in the class Duv × Dϵ; 6.7. Least favorable spectral densities which admit factorization in the class Duv × Dϵ; 7. Interpolation Problem for Stochastic Sequences with Stationary nth Increments Observed with Non-stationary Noise; 7.1. The classical interpolation problem in the case of non-stationary noise; 7.2. Minimax (robust) method of interpolation; 7.3. Least favorable spectral densities in the class D-0,μ × D-0,μ 
880 8 |6 505-01/(S  |a 7.4. Least favorable spectral densities in the class D-M, μ × D- M, μ 
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994 |a 92  |b IZTAP