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Non-Stationary Stochastic Processes Estimation: Vector Stationary Increments, Periodically Stationary Multi-Seasonal Increments
Author(s): Maksym Luz
National University of Kyiv
Department of Probability Theory,
Statistics and Actuarial Mathematics
Contents
1 Periodically stationary multi-seasonal increments of stochastic sequences
2 Extr**lation of sequences with periodically stationary increments
3 Extr**lation of sequences with periodically stationary increments observed with noise
4 Interpolation of sequences with periodically stationary increments observed with or without noise
5 Filtering of sequences with periodically stationary increments
6 Continuous time stochastic processes with periodically correlated increments
7 Extr**lation of processes with periodically correlated increments
8 Extr**lation of processes with periodically correlated increments observed with noise
9 Interpolation of processes with periodically correlated increments observed with or without noise
10 Filtering of processes with periodically correlated increments
11 Filtering problem when signal and noise have periodically correlated increments
Maksym Luz - Non-Stationary Stochastic Processes Estimation_ Vector Stationary I.pdf
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