A unique representation theorem for the conditional expectation of stationary processes and application to dynamic estimation problems

DOI10.2307/3215377zbMATH Open0895.60040OpenAlexW2335493280MaRDI QIDQ4358587FDOQ4358587

Authors: M. C. Campi 

Publication date: 8 September 1998

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

Full work available at URL: https://doi.org/10.2307/3215377

Recommendations

• Estimating the conditional expectations for continuous time stationary processes
• Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates
• Representation of Strongly Stationary Stochastic Processes
• scientific article; zbMATH DE number 97472

zbMATH Keywords

stationarityconditional expectationuniquenessdynamic estimation problems

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Stationary stochastic processes (60G10)

Cited In (2)

• Estimating the conditional expectations for continuous time stationary processes
• On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes

This page was built for publication: A unique representation theorem for the conditional expectation of stationary processes and application to dynamic estimation problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4358587)