Prediction of stationary Gaussian random fields with incomplete quarterplane past

DOI10.1016/j.jmva.2015.03.007zbMath1319.60107OpenAlexW2000593795MaRDI QIDQ2350063

Raymond Cheng

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

zbMATH Keywords

predictionmoving averagestationary Gaussian random fieldsautoregressive coefficientsincomplete quarterplane pastouter factorization

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The spectral measure of a regular stationary random field with the weak or strong commutation property
• Prediction theory and Fourier series in several variables
• Prediction theory and Fourier series in several variables. II
• Extrapolation and moving average representation for stationary random fields and Beurling's theorem
• Duals of random vectors and processes with applications to prediction problems with missing values
• Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\)
• Weakly and strongly outer functions on the bidisc
• On basicity of exponentials in \(L^ p(d\mu)\) and general prediction problems
• On some extremal problems in \(H^p\) and the prediction of \(L^p\)-harmonizable stochastic processes
• Weakly outer polynomials
• Prediction with incomplete past and interpolation of missing values
• Spectral representation and asymptotic properties of certain deterministic fields with innovation components
• Prediction with incomplete past of a stationary process.
• A Wold-like decomposition of two-dimensional discrete homogeneous random fields
• Some prediction problems for stationary random fields with quarter-plane past
• The prediction theory of stationary random fields. III: Fourfold Wold decompositions
• Prediction of stable processes: Spectral and moving average representations
• A prediction problem in $L^2 (w)$
• Two problems in prediction theory
• The Validity of Beurling Theorems in Polydiscs
• Best Approximations in L^p (d μ) and Prediction Problems of Szegö, Kolmogorov, Yaglom, and Nakazi
• Parameter estimation for a stationary process on a d-dimensional lattice
• Prediction n Units of Time Ahead
• ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES
• Outer factorization of operator valued weight functions on the torus
• Some extremal problems in 𝐿^{𝑝}(𝑤)
• A duality principle for stationary random sequences
• Outer factorizations in one and several variables
• Influence of Missing Values on the Prediction of a Stationary Time Series

This page was built for publication: Prediction of stationary Gaussian random fields with incomplete quarterplane past