Algorithm to determine the optimal parameters of a polynomial Wiener filter-extrapolator for nonstationary stochastic processes observed with errors (Q464892)

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scientific article; zbMATH DE number 6362561
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    Algorithm to determine the optimal parameters of a polynomial Wiener filter-extrapolator for nonstationary stochastic processes observed with errors
    scientific article; zbMATH DE number 6362561

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      Algorithm to determine the optimal parameters of a polynomial Wiener filter-extrapolator for nonstationary stochastic processes observed with errors (English)
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      30 October 2014
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      stochastic process
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      optimal extrapolation algorithm
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      Wiener filter-extrapolator
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