Luz M., Moklyachuk M. Non-Stationary Stochastic Processes Estimation: Vector Stationary Increments, Periodically Stationary Multi-Seasonal Increments

De Gruyter, 2024. — 310 p.Periodically stationary multi-seasonal increments of stochastic sequences.
Extrapolation of sequences with periodically stationary increments.
Extrapolation of sequences with periodically stationary increments observed with noise.
Interpolation of sequences with periodically stationary increments observed with or without noise.
Filtering of sequences with periodically stationary increments.
Continuous time stochastic processes with periodically correlated increments.
Extrapolation of processes with periodically correlated increments.
Extrapolation of processes with periodically correlated increments observed with noise.
Interpolation of processes with periodically correlated increments observed with or without noise.
Filtering of processes with periodically correlated increments.
Filtering problems when signal and noise have periodically correlated increments.Some models of non-stationary time series.