A method of functional estimation for stationary processes (Q689329)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A method of functional estimation for stationary processes |
scientific article |
Statements
A method of functional estimation for stationary processes (English)
0 references
5 December 1993
0 references
The problem of prediction of the value of a linear functional of a stationary process with known past and present values is investigated.
0 references
canonical correlation
0 references
Gaussian processes
0 references
prediction
0 references
linear functional of a stationary process
0 references