Optimal linear extrapolation algorithm for realization of a vector random sequence observed without errors
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Cites work
- Algorithm to determine the optimal parameters of a Wiener filter-extrapolator for nonstationary stochastic processes observed with errors
- Necessary and sufficient conditions for contiguity and entire asymptotic separation of probability measures
- Optimal linear extrapolation of realizations of a stochastic process with error filtering in correlated measurements
Cited in
(8)- Algorithm of Wiener filtering and extrapolation for nonstationary random processes observed with correlated errors
- On causal extrapolation of sequences with applications to forecasting
- Extrapolation and prediction of sequences in a vector space
- Algorithm of extrapolation of a nonlinear random process on the basis of its canonical decomposition
- Erratum: Correction to “Extrapolation Methods for Vector Sequences”
- Optimal linear filtering and extrapolation of realizations of a vector random function observed with errors
- Optimal placement of extrapolators for random flow prediction
- On the predictability of long-range dependent series
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