Minimax Interpolation Problem for Random Processes with Stationary Increments

Maxim Luz; Mikhail Moklyachuk

doi:10.19139/105

Minimax Interpolation Problem for Random Processes with Stationary Increments

Statistics Optimization & Information Computing ◽

10.19139/105 ◽

2015 ◽

Vol 3 (1) ◽

Cited By ~ 3

Author(s):

Maxim Luz ◽

Mikhail Moklyachuk

Keyword(s):

Interpolation Problem ◽

Random Processes ◽

Stationary Increments

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Minimax Interpolation Problem for Random Processes with Stationary Increments

Statistics Optimization & Information Computing ◽

10.19139/soic.v3i1.105 ◽

2015 ◽

Vol 3 (1) ◽

Author(s):

Maxim Luz ◽

Mikhail Moklyachuk

Keyword(s):

Interpolation Problem ◽

Random Processes ◽

Stationary Increments

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Spectral contributions of sections of power-law structure function of random processes with stationary increments. Part 1. The exponent is less than one

Оптика атмосферы и океана ◽

10.15372/aoo20181203 ◽

2018 ◽

Keyword(s):

Structure Function ◽

Power Law ◽

Random Processes ◽

Stationary Increments

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Random Processes with Stationary Increments and Composite Spectra

Izvestiya Atmospheric and Oceanic Physics ◽

10.1134/s0001433820030081 ◽

2020 ◽

Vol 56 (4) ◽

pp. 364-372

Author(s):

G. S. Golitsyn ◽

M. I. Fortus

Keyword(s):

Random Processes ◽

Stationary Increments ◽

Composite Spectra

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Filtering Problem for Random Processes with Stationary Increments

Contemporary Mathematics and Statistics ◽

10.7726/cms.2015.1002 ◽

2015 ◽

Author(s):

Maksym Luz ◽

Mikhail Moklyachuk

Keyword(s):

Random Processes ◽

Stationary Increments ◽

Filtering Problem

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Spectral Contributions of Sections of Power-Law Structure Function of Random Processes with Stationary Increments: Part 2—The Exponent is Greater than Unity

Atmospheric and Oceanic Optics ◽

10.1134/s1024856019030060 ◽

2019 ◽

Vol 32 (3) ◽

pp. 242-247 ◽

Cited By ~ 1

Author(s):

V. A. Fedorov

Keyword(s):

Structure Function ◽

Power Law ◽

Random Processes ◽

Stationary Increments

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Spectral Contributions of Sections of the Power-Law Structure Function of Random Processes with Stationary Increments: Part 1—The Exponent is Less than Unity

Atmospheric and Oceanic Optics ◽

10.1134/s1024856019030059 ◽

2019 ◽

Vol 32 (3) ◽

pp. 235-241 ◽

Cited By ~ 1

Author(s):

V. A. Fedorov

Keyword(s):

Structure Function ◽

Power Law ◽

Random Processes ◽

Stationary Increments

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Minimax prediction of random processes with stationary increments from observations with stationary noise

Cogent Mathematics ◽

10.1080/23311835.2015.1133219 ◽

2016 ◽

Vol 3 (1) ◽

pp. 1133219 ◽

Cited By ~ 2

Author(s):

Maksym Luz ◽

Mikhail Moklyachuk

Keyword(s):

Random Processes ◽

Stationary Noise ◽

Stationary Increments

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New Results on the Interpolation Problem for Continuous-Time Stationary Increments Processes

SIAM Journal on Control and Optimization ◽

10.1137/0322010 ◽

1984 ◽

Vol 22 (1) ◽

pp. 133-142 ◽

Cited By ~ 13

Author(s):

Michele Pavon

Keyword(s):

Continuous Time ◽

Interpolation Problem ◽

Stationary Increments

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Spectral contributions of sections of power-law structure function of random processes with stationary increments. Part 2. The exponent is greater than one

Оптика атмосферы и океана ◽

10.15372/aoo20190101 ◽

2019 ◽

Keyword(s):

Structure Function ◽

Power Law ◽

Random Processes ◽

Stationary Increments

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Random Processes for Engineers

10.1017/cbo9781316164600 ◽

2015 ◽

Cited By ~ 46

Author(s):

Bruce Hajek

Keyword(s):

Random Processes

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