# Minimax extrapolation problem for periodically correlated stochastic sequences with missing observations

@inproceedings{Golichenko2021MinimaxEP, title={Minimax extrapolation problem for periodically correlated stochastic sequences with missing observations}, author={Iryna Golichenko and Oleksandr Masyutka and Mikhail P. Moklyachuk}, year={2021} }

The problem of optimal estimation of the linear functionals which depend on the unknown values of a periodically correlated stochastic sequence ζ(j) from observations of the sequence ζ(j) + θ(j) at points j ∈ {. . . ,−n, . . . ,−2,−1, 0}\S, S = ⋃ s−1 l=1 {−Ml ·T+1, . . . ,−Ml−1 ·T−Nl ·T}, is considered, where θ(j) is an uncorrelated with ζ(j) periodically correlated stochastic sequence. Formulas for calculation the mean square error and the spectral characteristic of the optimal estimate of the…

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