Title
NonStationary Stochastic Processes Estimation: Vector Stationary Increments, Periodically Stationary MultiSeasonal Increments ,New
Delivery time: 8-12 business days (International)
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 informationladen word. Methods of stochastic processes estimation depend on two main factors.The first factor is construction of a model of the process being investigated.The 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 functionalsdepending on unobserved values of stochastic sequences and processeswith periodically stationary and long memory multiplicative seasonal increments.Formulas 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, wherespectral structure of the considered sequences and processes are exactly known.In 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 minimaxrobust method of estimation.
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We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.
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We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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