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Non-Stationary Stochastic Processes Estimation
Language: en
Pages: 310
Authors: Maksym Luz
Categories: Business & Economics
Type: BOOK - Published: 2024-05-20 - Publisher: Walter de Gruyter GmbH & Co KG

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The problem of forecasting future values of economic and physical processes, the problem of restoring lost information, cleaning signals or other data observati
Stationary Stochastic Processes for Scientists and Engineers
Language: en
Pages: 316
Authors: Georg Lindgren
Categories: Mathematics
Type: BOOK - Published: 2013-10-11 - Publisher: CRC Press

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Suitable for a one-semester course, this text teaches students how to use stochastic processes efficiently. Carefully balancing mathematical rigor and ease of e
Estimation and Modeling of Multidimensional Non-stationary Stochastic Processes
Language: en
Pages: 1084
Authors: Alain Charles Louis Briançon
Categories:
Type: BOOK - Published: 1986 - Publisher:

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Estimation of Stochastic Processes with Missing Observations
Language: en
Pages: 0
Authors: Mikhail Moklyachuk
Categories: Missing observations (Statistics)
Type: BOOK - Published: 2019 - Publisher:

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We propose results of the investigation of the problem of mean square optimal estimation of linear functionals constructed from unobserved values of stationary
Nonstationary Stochastic Processes And Their Applications - Proceedings Of The Workshop
Language: en
Pages: 298
Authors: Abolghassem G Miamee
Categories:
Type: BOOK - Published: 1992-08-08 - Publisher: World Scientific

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The purpose of the workshop was to bring together researchers working in a broad spectrum of nonstationary stochastic processes to present their findings and te