May 2024
Intermediate to advanced
310 pages
7h 41m
English
In this chapter, we deal with the extrapolation problem for stochastic processes with periodically correlated dth increments. More precisely, we consider the problem of the mean square optimal linear estimation of the functionals
which depend on the unknown values of a stochastic process with periodically correlated dth increments. Estimates are based on observations of the process at points .