{"product_id":"non-stationary-stochastic-processes-estimation-maksym-luz-9783111325330","title":"Non-Stationary Stochastic Processes Estimation: Vector Stationary Increments, Periodically Stationary Multi-Seasonal Increments","description":"\u003cp\u003eThe problem of forecasting future values of economic and physical processes, the problem of restoring lost information, cleaning signals or other data observations from noise, is magnified in an information-laden word. Methods of stochastic processes estimation depend on two main factors. \u003c\/p\u003e \u003cp\u003eThe first factor is construction of a model of the process being investigated. \u003c\/p\u003e \u003cp\u003eThe second factor is the available information about the structure of the process under consideration. In this book, we propose results of the investigation of the problem of mean square optimal estimation (extrapolation, interpolation, and filtering) of linear functionals \u003c\/p\u003e \u003cp\u003edepending on unobserved values of stochastic sequences and processes \u003c\/p\u003e \u003cp\u003ewith periodically stationary and long memory multiplicative seasonal increments. \u003c\/p\u003e \u003cp\u003eFormulas for calculating the mean square errors and the spectral characteristics of the optimal estimates of the functionals are derived in the case of spectral certainty, where \u003c\/p\u003e \u003cp\u003espectral structure of the considered sequences and processes are exactly known. \u003c\/p\u003e \u003cp\u003eIn the case where spectral densities of the sequences and processes are not known exactly while some sets of admissible spectral densities are given, we apply the minimax-robust method of estimation. \u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Maksym Luz, Mikhail Moklyachuk\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3111325334\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783111325330\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e de Gruyter\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 05\/20\/2024\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 310\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.10lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.61h x 6.69w x 0.65d","brand":"Maksym Luz","offers":[{"title":"Paperback","offer_id":46489405817087,"sku":"9783111325330","price":103.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_0e7090f5-126b-4211-a9ca-de9a015653ee.jpg?v=1736953461","url":"https:\/\/www.whiterainbookhouse.com\/products\/non-stationary-stochastic-processes-estimation-maksym-luz-9783111325330","provider":"WR Book House","version":"1.0","type":"link"}