Alternating projections and interpolation of stationary processes

DOI10.2307/3214724MaRDI QIDQ4031665zbMATH OpenOpenAlexFDO

Authors M. Pourahmadi

Publication date 1 April 1993

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214724

zbMATH Keywords

stationary processautoregressive parametersmultistep predictorssemi-finite interpolation problem

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Prediction theory (aspects of stochastic processes) (60G25)

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