Optimal prediction of generalized stationary processes
From MaRDI portal
Recommendations
- Matched Filtering for Generalized Stationary Processes
- On general filtering problem of stationary processes with fixed transformation
- Optimal transformations for prediction in continuous-time stochastic processes: finite past and future
- Wiener-Kolmogorov predicting for stationary processes
- scientific article; zbMATH DE number 1236462
Cited in
(10)- Optimal prediction of level crossings in Gaussian processes and sequences
- Optimal transformations for prediction in continuous-time stochastic processes: finite past and future
- Prediction problems for square-transformed stationary processes
- Matched Filtering for Generalized Stationary Processes
- scientific article; zbMATH DE number 4022413 (Why is no real title available?)
- Performance of discrete-time predictors of continuous-time stationary processes
- scientific article; zbMATH DE number 4123114 (Why is no real title available?)
- Effective construction of a class of positive operators in Hilbert space, which do not admit triangular factorization
- An optimal prediction in stationary random fields based on a new interpolation approach
- Optimal Predictions of Powers of Conditionally Heteroscedastic Processes
This page was built for publication: Optimal prediction of generalized stationary processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3365886)