Robust prediction and interpolation for vector stationary processes

DOI10.1007/BF00344722MaRDI QIDQ1075686zbMATH OpenOpenAlexFDO

Authors Haralampos Tsaknakis, Dimitri Kazakos, P. Papantoni-Kazakos

Publication date 1986

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00344722

zbMATH Keywords

multivariate spectral classesrobust multivariate prediction and interpolation problemsstatistical contamination

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites work

• scientific article; zbMATH DE number 3123265 (Why is no real title available?)
• scientific article; zbMATH DE number 3131354 (Why is no real title available?)
• scientific article; zbMATH DE number 3909587 (Why is no real title available?)
• scientific article; zbMATH DE number 3271087 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• scientific article; zbMATH DE number 3342967 (Why is no real title available?)
• scientific article; zbMATH DE number 3038819 (Why is no real title available?)
• scientific article; zbMATH DE number 3054885 (Why is no real title available?)
• scientific article; zbMATH DE number 3086018 (Why is no real title available?)
• scientific article; zbMATH DE number 3105270 (Why is no real title available?)
• scientific article; zbMATH DE number 3108201 (Why is no real title available?)
• A game theoretic approach to robust filtering
• Minimax-robust prediction of discrete time series
• On robust wiener filtering
• On the error matrix in optimal linear filtering of stationary processes
• Prediction theory and Fourier series in several variables
• ROBUST REGRESSION AND INTERPOLATION FOR TIME SERIES
• Robust Hypothesis Testing and Robust Time Series Interpolation And Regression
• Robust Wiener filters
• Robust Wiener- Kolmogorov theory
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• Robust linear extrapolations of second-order stationary processes
• Robust linear filtering for multivariable stationary time series
• Robust techniques for signal processing: A survey
• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor

Cited in

(4)

• On the stability of the geostatistical method
• Robust linear interpolation and extrapolation of stationary time series in \(L^p\)
• Robust calibration and arbitrage-free interpolation of SSVI slices
• An optimal prediction in stationary random fields based on a new interpolation approach

This page was built for publication: Robust prediction and interpolation for vector stationary processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1075686)