A method of functional estimation for stationary processes

DOI10.1006/JMVA.1993.1049MaRDI QIDQ689329zbMATH OpenOpenAlexFDO

Authors K. L. Vaninsky

Publication date 5 December 1993

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1006/jmva.1993.1049

zbMATH Keywords

predictionGaussian processescanonical correlationlinear functional of a stationary process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

Cited in

(6)

• ESTIMATION OF THE DISTRIBUTION FUNCTION FOR STATIONARY RANDOM FIELDS OF ASSOCIATED PROCESSES
• Prediction of functions of a stationary process
• Nonparametric M-estimation for functional stationary ergodic data
• An embedded model estimator for non-stationary random functions using multiple secondary variables
• Methods for calculating stationary distribution in linear models of time series
• On estimating linear functional of the covariance function of a stationary process

This page was built for publication: A method of functional estimation for stationary processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q689329)