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

Maksym Luz; Mikhail Moklyachuk

首页> 外文期刊>Cogent Mathematics >Minimax prediction of random processes with stationary increments from observations with stationary noise

【24h】

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

机译：静态噪声观测值以平稳增量进行随机过程的极小极大预测

获取原文

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

We deal with the problem of mean square optimal estimation of linear functionals which depend on the unknown values of a random process with stationary increments based on observations of the proce...

机译：我们处理线性泛函的均方最佳估计问题，该估计依赖于基于过程观测值的具有平稳增量的随机过程的未知值。

著录项

来源
《Cogent Mathematics》 |2016年第1期|共页
作者
Maksym Luz; Mikhail Moklyachuk;
展开▼
作者单位

展开▼
收录信息
原文格式 PDF
正文语种
中图分类数学;
关键词
random process with stationary incrementsminimax robust estimatemean square errorleast favorable spectral densityminimax spectral characteristic60G1060G2560G35Secondary: 62M2093E1093E11;

机译：平稳增量最小的随机过程最小极大鲁棒估计均方误差最小有利谱密度最小极大谱特征60G1060G2560G35二次：62M2093E1093E11;

相似文献

外文文献
中文文献
专利

1. MINIMAX INTERPOLATION OF STOCHASTIC PROCESSES WITH STATIONARY INCREMENTS FROM OBSERVATIONS WITH NOISE [J] . M. M. LUZ, M. P. MOKLYACHUK Theory of probability and mathematical statistics . 2017,第94期

机译：利用噪声观测的静止增量的随机过程的最小值内插
2. Representation of stationary and stationary increment processes via Langevin equation and self-similar processes [J] . Viitasaari Lauri Statistics & Probability Letters . 2016,第Null期

机译：通过Langevin方程和自相似过程表示平稳和平稳增量过程
3. Maxima of long memory stationary symmetric alpha-stable processes, and self-similar processes with stationary max-increments [J] . Owada Takashi, Samorodnitsky Gennady Bernoulli: official journal of the Bernoulli Society for Mathematical Statistics and Probability . 2015,第3期

机译：长记忆平稳对称α稳定过程和具有稳定最大增量的自相似过程的最大值
4. Stationary response and first-passage failure of hysteretic systems under random excitations of Poisson white noise and its filtered processes [C] . Yan Zeng, Gang Li International Conference on Advances in Computational Modeling and Simulation . 2013

机译：在泊松白噪声随机激发下滞后系统的静止响应和第一通道故障及其过滤过程
5. Spectral Estimation for Random Processes with Stationary Increments [D] . Chen, Wei 2018

机译：具有平稳增量的随机过程的谱估计
6. Local linear estimation for spatial random processes with stochastic trend and stationary noise [O] . Jung Won Hyun, Prabir Burman, Debashis Paul -1

机译：具有随机趋势和平稳噪声的空间随机过程的局部线性估计
7. Minimax Interpolation Problem for Random Processes with Stationary Increments [O] . Maxim Luz, Mikhail Moklyachuk 2015

机译：具有静止增量的随机过程的最小值内插问题
8. Spectral Analysis of Non-Stationary Random Processes. Application to Noise of Flyover Type [R] . Ernoult, M. 1979

机译：非平稳随机过程的谱分析。天桥式噪声的应用

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

摘要

著录项

相似文献

相关主题

期刊订阅