On general filtering problem of stationary processes with fixed transformation

DOI10.1186/1029-242X-2011-68MaRDI QIDQ357357zbMATH OpenOpenAlexWikidataFDO

Authors Longsuo Li

Publication date 30 July 2013

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1186/1029-242x-2011-68

zbMATH Keywords

filteringfixed transformationstationary processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35)

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(5)

• Filtration of stationary Gaussian statistical experiments
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• Optimal prediction of generalized stationary processes
• The restricted subordination problem for stationary sequences
• Some remarks on filtering and prediction of stationary processes

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