Harmonizable processes and inference: Unbiased prediction for stochastic flows

DOI10.1016/0378-3758(94)90205-4MaRDI QIDQ1330192zbMATH OpenOpenAlexWikidataFDO

Authors Malempati M. Rao

Publication date 15 January 1995

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(94)90205-4

zbMATH Keywords

asymptotic propertiesleast-square prediction of a signal processprediction and estimation problemsstatistical estimation

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

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Cites work

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Cited in

(5)

• The life and work of M. M. Rao
• Time-dependent dual-frequency coherence in multivariate non-stationary time series
• Linear prediction for generalized oscillating stochastic processes
• scientific article; zbMATH DE number 3960827 (Why is no real title available?)
• On the product of two harmonizable time series

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