On the esimation of covariance functions ofpn-weakly stantionary processes1

DOI10.1080/07362998809809553MaRDI QIDQ4208309zbMATH OpenOpenAlexFDO

Authors Volker Hösel

Publication date 1 September 1998

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362998809809553

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

Cites work

• A Wiener theorem for orthogonal polynomials
• scientific article; zbMATH DE number 3943741 (Why is no real title available?)
• scientific article; zbMATH DE number 3467565 (Why is no real title available?)
• Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality
• On the estimation of the mean of weakly stationary and polynomial weakly stationary sequences
• One-step prediction for \(P_ n\)-weakly stationary processes
• Orthogonal Expansions with Positive Coefficients. II
• Orthogonal Polynomials and Hypergroups II--The Symmetric Case
• Spaces with an abstract convolution of measures
• Stochastic processes indexed by hypergroups. I
• Stochastic processes indexed by hypergroups. II

Cited in

(1)

• Prediction of weakly stationary sequences on polynomial hypergroups

This page was built for publication: On the esimation of covariance functions ofp_n-weakly stantionary processes¹

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4208309)