Model accuracy and reliability of stochastic processes with discrete spectrum with respect to linear filter

MaRDI QIDQ3465161zbMATH OpenFDO

Authors Iryna Rozora

Publication date 20 January 2016

zbMATH Keywords

simulationlinear filterdiscrete spectrumGaussian stationary processsquare-Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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(8)

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