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Results: 1 to 14 of 14 found      Go to page: 1

[1] M. M. Luz and M. P. Moklyachuk. Minimax interpolation of stochastic processes with stationary increments from observations with noise. Theor. Probability and Math. Statist. 94 (2017) 121-135.
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[2] M. P. Moklyachuk and M. I. Sidei. Interpolation of stationary sequences observed with a noise. Theor. Probability and Math. Statist. 93 (2016) 153-167.
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[3] M. P. Moklyachuk and V. I. Ostapenko. Minimax interpolation of harmonizable sequences. Theor. Probability and Math. Statist. 92 (2016) 135-146.
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[4] M. M. Luz and M. P. Moklyachuk. Minimax-robust filtering problem for stochastic sequences with stationary increments. Theor. Probability and Math. Statist. 89 (2014) 127-142.
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[5] I. I. Dubovets’ka and M. P. Moklyachuk. Extrapolation of periodically correlated stochastic processes observed with noise. Theor. Probability and Math. Statist. 88 (2014) 67-83.
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[6] M. M. Luz and M. P. Moklyachuk. Interpolation of functionals of stochastic sequences with stationary increments. Theor. Probability and Math. Statist. 87 (2013) 117-133.
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[7] I. I. Dubovets′ka and M. P. Moklyachuk. Filtration of linear functionals of periodically correlated sequences. Theor. Probability and Math. Statist. 86 (2013) 51-64.
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[8] I. I. Dubovets’ka, O. Yu. Masyutka and M. P. Moklyachuk. Interpolation of periodically correlated stochastic sequences. Theor. Probability and Math. Statist. 84 (2012) 43-56.
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[9] M. P. Moklyachuk and O. Yu. Masyutka. On the problem of filtration for vector stationary sequences. Theor. Probability and Math. Statist. 75 (2007) 109-119. MR 2321185.
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[10] Yu. V. Kozachenko and G. I. Slivka. Modelling a solution of a hyperbolic equation with random initial conditions. Theor. Probability and Math. Statist. 74 (2007) 59-75. MR 2336779.
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[11] Yu. S. Mishura and S. V. Posashkov. Optimal filtration in systems with noise modeled by a polynomial of fractional Brownian motion. Theor. Probability and Math. Statist. 73 (2006) 117-124.
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[12] M. P. Moklyachuk and O. Yu. Masyutka. Interpolation of multidimensional stationary sequences. Theor. Probability and Math. Statist. 73 (2006) 125-133. MR 2213847.
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[13] S. V. Posashkov. Optimal filtration for systems with fractional Brownian noises. Theor. Probability and Math. Statist. 72 (2006) 135-144. MR 2168143.
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[14] Yu. V. Kozachenko and G. I. Slivka. Justification of the Fourier method for hyperbolic equations with random initial conditions. Theor. Probability and Math. Statist. 69 (2004) 67-83. MR 2110906.
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Results: 1 to 14 of 14 found      Go to page: 1