Algorithm to determine the optimal parameters of a polynomial Wiener filter-extrapolator for nonstationary stochastic processes observed with errors (Q464892): Difference between revisions
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| Property / Mathematics Subject Classification ID: 65C50 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G07 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G35 / rank | |||
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| Property / zbMATH DE Number: 6362561 / rank | |||
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stochastic process | |||
| Property / zbMATH Keywords: stochastic process / rank | |||
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optimal extrapolation algorithm | |||
| Property / zbMATH Keywords: optimal extrapolation algorithm / rank | |||
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Wiener filter-extrapolator | |||
| Property / zbMATH Keywords: Wiener filter-extrapolator / rank | |||
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Revision as of 13:44, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithm to determine the optimal parameters of a polynomial Wiener filter-extrapolator for nonstationary stochastic processes observed with errors |
scientific article |
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Algorithm to determine the optimal parameters of a polynomial Wiener filter-extrapolator for nonstationary stochastic processes observed with errors (English)
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30 October 2014
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stochastic process
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optimal extrapolation algorithm
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Wiener filter-extrapolator
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