On extrapolation problem for multidimensional stationary sequence

MaRDI QIDQ3606773zbMATH OpenFDO

Authors O. Yu. Masyutka

Publication date 28 February 2009

zbMATH Keywords

mean square errorspectral characteristicsoptimal linear estimatemultidimensional stationary sequence

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Prediction theory (aspects of stochastic processes) (60G25)

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Cited in

(5)

• On the stationary and non stationary extrapolation iterative method
• ON SINGULAR STATIONARITY II (TIGHT STATIONARITY AND EXTENDERS-BASED METHODS)
• Extrapolation of multidimensional stationary sequences
• Minimax prediction problem for multidimensional stationary stochastic sequences
• Sufficient statistics in problems of extrapolation of stationary sequences

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