Non-Stationary Stochastic Processes Estimation (Record no. 1432963)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01966nam a22002537a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250625163918.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250625b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783111325330 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | CSL |
| Transcribing agency | CSL |
| 041 ## - LANGUAGE CODE | |
| Source of code | eng |
| Language code of text/sound track or separate title | eng |
| 084 ## - COLON CLASSIFICATION NUMBER | |
| Classification number | B2811 R4 |
| Assigning agency | CSL |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Luz, Maksym |
| Relator term | author. |
| 9 (RLIN) | 814629 |
| 245 ## - TITLE STATEMENT | |
| Title | Non-Stationary Stochastic Processes Estimation |
| Remainder of title | : Vector Stationary Increments, Periodically Stationary Multi-Seasonal Increments |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Boston : |
| Name of publisher, distributor, etc. | De Gruyter, |
| Date of publication, distribution, etc. | 2024. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xviii, 292p. |
| Other physical details | : ill. |
| Dimensions | ; 24 cm. |
| 500 ## - GENERAL NOTE | |
| General note | Includes bibliography and index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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 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 functionals depending 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, where spectral structure of the considered sequences and processes are exactly known. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stochastic processes. |
| 9 (RLIN) | 417726 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Extrapolation |
| 9 (RLIN) | 814630 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Interpolation. |
| 9 (RLIN) | 716626 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Periodic processes. |
| 9 (RLIN) | 814631 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Moklyachuk, Mikhail |
| Relator term | co-author. |
| 9 (RLIN) | 814632 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Colon Classification (CC) |
| Koha item type | Textual |
| Classification part | B2811 R4 |
| Suppress in OPAC | No |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Colon Classification (CC) | Central Science Library | Central Science Library | 2024-10-25 | Shivam Book Service | B2811 R4 | SL1655967 | 2025-06-25 | 2025-06-25 | Textual |