Alternating projections and interpolation of stationary processes

DOI10.2307/3214724zbMath0765.60033OpenAlexW4235618869MaRDI QIDQ4031665

Mohsen 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)

Related Items (9)

Prediction of random fields with incomplete quarter-plane past ⋮ Prediction with incomplete past and interpolation of missing values ⋮ On linear prediction for stationary random fields with nonsymmetrical half-plane past ⋮ Moving Average Representations for Multivariate Stationary Processes ⋮ Duals of random vectors and processes with applications to prediction problems with missing values ⋮ Forward Moving Average Representation in Multivariate MA(1) Processes ⋮ The mixing rate of a stationary multivariate process ⋮ Time Domain Interpolation Algorithm for Innovations of Discrete Time Multivariate Stationary Processes ⋮ Forward Moving Average Representations for MA Processes of Finite Order: Multivariate Stationary and Periodically Correlated

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