Prediction d'un processus stationnaire du second ordre de covariance connue sur un intervalle fini
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Publication:1248838
zbMath0383.60039MaRDI QIDQ1248838
Publication date: 1978
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Related Items (7)
Representation theorems in finite prediction, with applications ⋮ Asymptotic behavior of difference between a finite predictor and an infinite predictor for a weakly stationary stochastic process ⋮ Verblunsky coefficients and Nehari sequences ⋮ Simple matrix representations of the orthogonal polynomials for a rational spectral density on the unit circle ⋮ AR and MA representation of partial autocorrelation functions, with applications ⋮ Prediction error for continuous-time stationary processes with singular spectral densities ⋮ Asymptotics for the partial autocorrelation function of a stationary process
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