Estimation problem for continuous time stochastic processes with periodically correlated increments

We deal with the problem of optimal estimation linear functionals constructed from unobserved values a continuous time stochastic process periodically correlated increments based on past observations this process. To solve problem, we construct corresponding to sequence functions which forms an infinite dimensional vector stationary increment sequence. In case known spectral density sequence, obtain formulas for calculating mean square errors and characteristics estimates functionals. Formulas determining least favorable densities minimax (robust) are derived in where sets admissible given.