Interpolation of functionals of stochastic sequences with stationary increments MM Luz, MP Moklyachuk Theory of Probability and Mathematical Statistics 89, 117-133, 2013 | 32 | 2013 |
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 | 28 | 2014 |
Minimax Interpolation Problem for Random Processes with Stationary Increments M Luz, M Moklyachuk Statistics, Optimization & Information Computing 3 (1), 30-41, 2015 | 26 | 2015 |
Minimax-robust filtering problem for stochastic sequences with stationary increments MM Luz, MP Moklyachuk Theory of Probability and Mathematical Statistics 89, 127 - 142, 2014 | 26 | 2014 |
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 | 22 | 2015 |
Estimation of Stochastic Processes with Stationary Increments and Cointegrated Sequences M Luz, M Moklyachuk Wiley - ISTE, 2019 | 21 | 2019 |
Filtering problem for functionals of stationary sequences M Moklyachuk, M Luz Statistics, Optimization & Information Computing 4 (1), 68-83, 2016 | 18 | 2016 |
Robust extrapolation problem for stochastic processes with stationary increments M Luz, M Moklyachuk Mathematics and Statistics 2 (2), 78-88, 2014 | 17 | 2014 |
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 | 16 | 2012 |
Robust Extrapolation Problem for Stochastic Sequences with Stationary Increments M Moklyachuk, M Luz Contemporary Mathematics and Statistics 1 (3), 123-150, 2013 | 13 | 2013 |
Filtering Problem for Random Processes with Stationary Increments M Luz, M Moklyachuk Contemporary Mathematics and Statistics 3 (1), 8 - 27, 2015 | 10 | 2015 |
Minimax interpolation of sequences with stationary increments and cointegrated sequences M Luz, M Moklyachuk Modern Stochastics: Theory and Applications 3 (1), 59-78, 2016 | 9 | 2016 |
Minimax-robust forecasting of sequences with periodically stationary long memory multiple seasonal increments M Luz, M Moklyachuk arXiv preprint arXiv:2007.11581, 2020 | 8 | 2020 |
Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences M Luz, M Moklyachuk Cogent Mathematics 3 (1), 1167811, 2016 | 8 | 2016 |
Minimax prediction of random processes with stationary increments from observations with stationary noise M Luz, M Moklyachuk Cogent Mathematics 3 (1133219), 1-17, 2016 | 8 | 2016 |
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 | 7 | 2017 |
Estimates of functionals from processes with stationary increments and cointegrated sequences MM Luz, MP Moklyachuk Kyiv: NVP” Interservis, 2016 | 6 | 2016 |
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 | 5 | 2023 |
Estimation problem for continuous time stochastic processes with periodically correlated increments M Luz, M Moklyachuk arXiv preprint arXiv:2304.12220, 2023 | 4 | 2023 |
Robust filtering of sequences with periodically stationary multiplicative seasonal increments M Luz, M Moklyachuk arXiv preprint arXiv:2110.07189, 2021 | 3 | 2021 |