Performance of discrete-time predictors of continuous-time stationary processes
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Publication:3810752
DOI10.1109/18.9766zbMath0661.62098MaRDI QIDQ3810752
Stamatis Cambanis, Elias Masry
Publication date: 1988
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/18.9766
rational spectral densities; asymptotic performance of linear predictors; continuous-time stationary processes; quadratic-mean derivative
62M20: Inference from stochastic processes and prediction
60G25: Prediction theory (aspects of stochastic processes)
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