Model processes in nonlinear prediction with application to detection and alarm

DOI10.1214/aop/1176994665zbMath0434.60044OpenAlexW1978242761MaRDI QIDQ1139871

Georg Lindgren

Publication date: 1980

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994665

zbMATH Keywords

Gaussian processespoint processeslevel crossingsnonlinear prediction

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25)

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