Interpolation of functionals of stationary processes with missing observations
From MaRDI portal
extrapolation problemleast favourable spectral densitiesmean-square errorminimax spectral characteristicsoptimal linear estimatespectral characteristic
Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)
Recommendations
- An extrapolation problem for functionals of stationary processes with missing observations
- On minimax interpolation of stationary sequences
- On estimation problem for continuous time stationary processes from observations in special sets of points
- Estimation of stochastic processes with missing observations
- Interpolation of stationary sequences observed with a noise
Cited in
(18)- Guaranteed estimation algorithms for prediction and interpolation of random processes
- On minimax interpolation of stationary sequences
- Asymptotic theory of parameter estimation by a contrast function based on interpolation error
- Interpolation of functionals of stochastic sequences with stationary increments from observations with noise
- Filtering of periodically correlated processes
- Minimax interpolation of periodically correlated processes.
- Interpolation of stationary sequences observed with a noise
- scientific article; zbMATH DE number 3947468 (Why is no real title available?)
- ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES
- scientific article; zbMATH DE number 1336718 (Why is no real title available?)
- scientific article; zbMATH DE number 523920 (Why is no real title available?)
- SYMMETRIC STABLE SEQUENCES WITH MISSING OBSERVATIONS
- scientific article; zbMATH DE number 1885966 (Why is no real title available?)
- On estimation problem for continuous time stationary processes from observations in special sets of points
- Estimation of stochastic processes with missing observations
- Filtering of multidimensional stationary sequences with missing observations
- An extrapolation problem for functionals of stationary processes with missing observations
- Estimation of Multidimensional Stationary Stochastic Sequences from Observations in Special Sets of Points
This page was built for publication: Interpolation of functionals of stationary processes with missing observations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5507317)
