A Levinson-Type Algorithm for Discrete Stationary Random Fields

DOI10.1137/S0036141095289385zbMATH Open0874.60043MaRDI QIDQ4339142FDOQ4339142

Authors: Andrzej Makagon, C. A. Mensah, Abol G. Miamee 

Publication date: 5 June 1997

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Recommendations

• An Algorithm for Simulating Stationary Gaussian Random Fields
• scientific article; zbMATH DE number 3982181
• Extrapolation of stationary random fields via level sets
• scientific article; zbMATH DE number 4553601
• Stationary symmetric \(\alpha\)-stable discrete parameter random fields
• A general framework for SPDE-based stationary random fields
• scientific article; zbMATH DE number 3980308
• Numerical methods for the discretization of random fields by means of the Karhunen-Loève expansion

zbMATH Keywords

stationary random fieldLevinson's recursive algorithmupdating the predicator

Mathematics Subject Classification ID

Random fields (60G60) Prediction theory (aspects of stochastic processes) (60G25)

Cited In (1)

• The Levinson Algorithm and Its Applications in Time Series Analysis

This page was built for publication: A Levinson-Type Algorithm for Discrete Stationary Random Fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4339142)