Extrapolation and Interpolation of Stationary Gaussian Processes

DOI10.1214/AOMS/1177696684MaRDI QIDQ4048305zbMATH OpenOpenAlexFDO

Authors Harry Dym, Henry P. McKean

Publication date 1970

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177696684

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20)

Cited in

(10)

• Ergodic properties of stationary stable processes
• Unitary representations of Lie groups with reflection symmetry
• On linear weak predictability with single point spectrum degeneracy
• An introduction to de Branges spaces of entire functions with applications to differential equations of the Sturm-Liouville type
• De Branges spaces of vector-valued functions
• Applications of de Branges spaces of vector-valued functions
• Aspects of prediction
• Fixed-domain asymptotics under Vecchia's approximation of spatial process likelihoods
• A closer look at the uncertainty relation of position and momentum
• Étude de la covariance de quelques processus gaussiens en liaison avec la propriété de Markov. (Study of the covariance of some Gaussian processes with regard to the Markov property)

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