May 2024
Intermediate to advanced
310 pages
7h 41m
English
In this chapter we deal with the interpolation problem for stochastic sequences with periodically stationary long memory multi-seasonal increments. Estimates are based on observations of the sequence with a periodically stationary noise sequence.
To describe the problem precisely consider a stochastic sequence with periodically stationary GM increments and a periodically stationary noise sequence uncorrelated with . Consider a multidimensional stochastic sequence with stationary GM increments generated by transformation (1.2) and a multidimensional stationary stochastic sequence uncorrelated with the sequence