Підписатись
Maksym Luz
Maksym Luz
Taras Shevchenko National University of Kyiv
Підтверджена електронна адреса в cardif.com
Назва
Посилання
Посилання
Рік
Interpolation of functionals of stochastic sequences with stationary increments
MM Luz, MP Moklyachuk
Theory of Probability and Mathematical Statistics 89, 117-133, 2013
322013
Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences
M Luz, M Moklyachuk
Statistics, Optimization & Information Computing 2 (3), 176 - 199, 2014
282014
Minimax Interpolation Problem for Random Processes with Stationary Increments
M Luz, M Moklyachuk
Statistics, Optimization & Information Computing 3 (1), 30-41, 2015
262015
Minimax-robust filtering problem for stochastic sequences with stationary increments
MM Luz, MP Moklyachuk
Theory of Probability and Mathematical Statistics 89, 127 - 142, 2014
262014
Minimax-robust prediction problem for stochastic sequences with stationary increments and cointegrated sequences
M Luz, M Moklyachuk
Statistics, Optimization & Information Computing 3 (2), 160-188, 2015
222015
Estimation of Stochastic Processes with Stationary Increments and Cointegrated Sequences
M Luz, M Moklyachuk
Wiley - ISTE, 2019
212019
Filtering problem for functionals of stationary sequences
M Moklyachuk, M Luz
Statistics, Optimization & Information Computing 4 (1), 68-83, 2016
182016
Robust extrapolation problem for stochastic processes with stationary increments
M Luz, M Moklyachuk
Mathematics and Statistics 2 (2), 78-88, 2014
172014
Interpolation of functionals of stochastic sequences with stationary increments for observations with noise
MM Luz, MP Moklyachuk
Prykladna Statystyka. Aktuarna ta Finansova Matematyka, 131-148 (in Ukrainian), 2012
162012
Robust Extrapolation Problem for Stochastic Sequences with Stationary Increments
M Moklyachuk, M Luz
Contemporary Mathematics and Statistics 1 (3), 123-150, 2013
132013
Filtering Problem for Random Processes with Stationary Increments
M Luz, M Moklyachuk
Contemporary Mathematics and Statistics 3 (1), 8 - 27, 2015
102015
Minimax interpolation of sequences with stationary increments and cointegrated sequences
M Luz, M Moklyachuk
Modern Stochastics: Theory and Applications 3 (1), 59-78, 2016
92016
Minimax-robust forecasting of sequences with periodically stationary long memory multiple seasonal increments
M Luz, M Moklyachuk
arXiv preprint arXiv:2007.11581, 2020
82020
Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences
M Luz, M Moklyachuk
Cogent Mathematics 3 (1), 1167811, 2016
82016
Minimax prediction of random processes with stationary increments from observations with stationary noise
M Luz, M Moklyachuk
Cogent Mathematics 3 (1133219), 1-17, 2016
82016
Minimax interpolation of stochastic processes with stationary increments from observations with noise
M Luz, M Moklyachuk
Theory of Probability and Mathematical Statistics 94, 121-135, 2017
72017
Estimates of functionals from processes with stationary increments and cointegrated sequences
MM Luz, MP Moklyachuk
Kyiv: NVP” Interservis, 2016
62016
Minimax prediction of sequences with periodically stationary increments observes with noise and cointegrated sequences
M Luz, M Moklyachuk
Stochastic Processes: Fundamentals and Emerging Applications. Nova Science …, 2023
52023
Estimation problem for continuous time stochastic processes with periodically correlated increments
M Luz, M Moklyachuk
arXiv preprint arXiv:2304.12220, 2023
42023
Robust filtering of sequences with periodically stationary multiplicative seasonal increments
M Luz, M Moklyachuk
arXiv preprint arXiv:2110.07189, 2021
32021
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