Non-Stationary Stochastic Processes Estimation : : Vector Stationary Increments, Periodically Stationary Multi-Seasonal Increments / / Maksym Luz, Mikhail Moklyachuk.

The 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. The first...

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Place / Publishing House:Berlin ;, Boston : : De Gruyter, , [2024]
©2024
Year of Publication:2024
Language:English
Series:De Gruyter Textbook
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Physical Description:1 online resource (XVIII, 292 p.)
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