Alternating projections and interpolation of stationary processes
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Publication:4031665
DOI10.2307/3214724zbMATH Open0765.60033OpenAlexW4235618869MaRDI QIDQ4031665FDOQ4031665
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
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Prediction theory (aspects of stochastic processes) (60G25)
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- Prediction with incomplete past and interpolation of missing values
- Moving Average Representations for Multivariate Stationary Processes
- The mixing rate of a stationary multivariate process
- An interpolation problem for multivariate stationary sequences.
- Interpolation of complex stationary processes
- Some results in linear interpolation theory
- Title not available (Why is that?)
- Prediction of random fields with incomplete quarter-plane past
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- An interpolation problem for Hilbert-Schmidt operator-valued stationary processes
- Forward moving average representation in multivariate MA(1) processes
- Forward moving average representations for MA processes of finite order: multivariate stationary and periodically correlated
- Time Domain Interpolation Algorithm for Innovations of Discrete Time Multivariate Stationary Processes
- Duals of random vectors and processes with applications to prediction problems with missing values
- Linear interpolation of stationary processes from the signs of their derivatives
- On linear prediction for stationary random fields with nonsymmetrical half-plane past
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