Articles with "sequences periodically" as a keyword



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Robust Filtering of Sequences with Periodically Stationary Multiplicative Seasonal Increments

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Published in 2021 at "Statistics, Optimization and Information Computing"

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