Reconstruction of a stationary Gaussian process from its sign-changes

DOI10.2307/3213259MaRDI QIDQ4136283zbMATH OpenOpenAlexFDO

Authors Jacques de Maré

Publication date 1977

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

Full work available at URL https://doi.org/10.2307/3213259

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Gaussian processes (60G15) Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Stationary stochastic processes (60G10)

Cited in

(1)

• Linear interpolation of stationary processes from the signs of their derivatives

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