On prediction of nonsynchronized multivariate processes

MaRDI QIDQ677568zbMATH OpenFDO

Authors M. Pourahmadi, Abol G. Miamee

Publication date 10 April 1997

Published in Bulletin of the Iranian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

spectral densitymeasure of feedbackoptimal factorprediction and interpolation of stationary processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10)

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Cited in

(2)

• Prediction law of mixed Gaussian Volterra processes
• PREDICTABILITY OF MULTIPLICATIVE PROCESSES: A PRELIMINARY STUDY

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