Faithin Omaha eBook Collection

We propose results of the investigation of the problem of mean square optimal estimation of linear functionals constructed from unobserved values of stationary

Estimation of Stochastic Processes is intended for researchers in the field of econometrics, financial mathematics, statistics or signal processing. This book g

This book evolved from lectures, courses and workshops on missing data and small-area estimation that I presented during my tenure as the ?rst C- pion Fellow (2

The problem of forecasting future values of economic and physical processes, the problem of restoring lost information, cleaning signals or other data observati