An interpolation problem for multivariate stationary sequences.

MaRDI QIDQ5389650zbMATH OpenFDO

Authors L. Klotz

Publication date 23 April 2012

Full work available at URL https://eudml.org/doc/33486, http://www.kybernetika.cz/content/2000/3/321

zbMATH Keywords

linear interpolation

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Measures of association (correlation, canonical correlation, etc.) (62H20) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes (62M99)

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Cites work

• Application of the Hellinger integrals to q-variate stationary stochastic processes
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• scientific article; zbMATH DE number 3919461 (Why is no real title available?)
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• On characterizations of interpolable and minimal stationary processes
• q-variate minimal stationary processes
• The Hellinger square-integrability of matrix-valued measures with respect to a non-negative hermitian measure

Cited in

(5)

• scientific article; zbMATH DE number 4169913 (Why is no real title available?)
• Alternating projections and interpolation of stationary processes
• scientific article; zbMATH DE number 1791785 (Why is no real title available?)
• Robust interpolation of sequences with periodically stationary multiplicative seasonal increments
• On the mean convergence of the best linear interpolator of multivariate stationary stochastic processes

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