Robust Filtering of Sequences with Periodically Stationary Multiplicative Seasonal Increments
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DOI: 10.19139/soic-2310-5070-1197
Abstract: We consider stochastic sequences with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated and fractionally integrated patterns. We solve the filtering problem for linear functionals constructed from unobserved values of… read more here.
Keywords: robust filtering; sequences periodically; spectral densities; filtering sequences ... See more keywords