Interpolation for second order stationary random fields: time domain recipe

DOI10.1216/RMJ-2019-49-3-867MaRDI QIDQ2315282zbMATH OpenOpenAlexFDO

Authors Z. Mafakheri, Z. Shishebor, A. R. Soltani

Publication date 2 August 2019

Published in Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.rmjm/1563847237

zbMATH Keywords

finite order moving average spatial processesinterpolation recipestationary random fieldsvon Neumann's alternating projection formula

Mathematics Subject Classification ID

Interpolation, preservation, definability (03C40) Stationary stochastic processes (60G10) Directional data; spatial statistics (62H11)

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Cites work

• Algorithms for linear interpolator and interpolation error for minimal stationary stochastic processes
• Extrapolation and moving average representation for stationary random fields and Beurling's theorem
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• scientific article; zbMATH DE number 3244325 (Why is no real title available?)
• scientific article; zbMATH DE number 3105270 (Why is no real title available?)
• On the angle between past and future for multivariate stationary stochastic processes
• On the angle for stationary random fields
• Prediction theory and Fourier series in several variables
• Some prediction problems for stationary random fields with quarter-plane past
• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• Theory of Reproducing Kernels
• Time Domain Interpolation Algorithm for Innovations of Discrete Time Multivariate Stationary Processes

Cited in

(1)

• An operator theory approach to the evanescent part of a two-parametric weak-stationary stochastic process

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