Extrapolation and Interpolation of Stationary Gaussian Processes

DOI10.1214/aoms/1177696684zbMath0295.60028OpenAlexW1965274878MaRDI QIDQ4048305

H. P. jun. McKean, Harry Dym

Publication date: 1970

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177696684

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (9)

Ergodic properties of stationary stable processes ⋮ de Branges Spaces of Vector-Valued Functions ⋮ Applications of de Branges Spaces of Vector-Valued Functions ⋮ Étude de la covariance de quelques processus gaussiens en liaison avec la propriété de Markov. (Study of the covariance of some Gaussian processes with regard to the Markov property) ⋮ On linear weak predictability with single point spectrum degeneracy ⋮ A closer look at the uncertainty relation of position and momentum ⋮ Unitary representations of Lie groups with reflection symmetry ⋮ An introduction to de Branges spaces of entire functions with applications to differential equations of the Sturm-Liouville type ⋮ Aspects of prediction

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