Prediction of stationary Gaussian random fields with incomplete quarterplane past
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Publication:2350063
DOI10.1016/j.jmva.2015.03.007zbMath1319.60107OpenAlexW2000593795MaRDI QIDQ2350063
Publication date: 18 June 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.03.007
predictionmoving averagestationary Gaussian random fieldsautoregressive coefficientsincomplete quarterplane pastouter factorization
Random fields (60G60) Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (4)
Impact of missing data on the prediction of random fields ⋮ An optimal prediction in stationary random fields based on a new interpolation approach ⋮ Prediction of random fields with incomplete quarter-plane past ⋮ On linear prediction for stationary random fields with nonsymmetrical half-plane past
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