scientific article; zbMATH DE number 1780016

MaRDI QIDQ4543246zbMATH OpenFDO

Authors Feng Liu, Gui Zhong Liu, Zhuosheng Zhang

Publication date 15 December 2002

zbMATH Keywords

linear predictionmultiscale stochastic processpartial correlation vector functions

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25)

Recommendations

• Linear prediction for a class of multivariate stable processes
• Linear prediction for generalized oscillating stochastic processes
• Reflection coefficients vs partial autocorrelations
• On prediction of multivariate stationary stochastic processes of rank one
• On the linear prediction of multivariate \((2,p)\)-bounded processes

Cited in

(3)

• Application of the theory of \(\text{KM}_ 2\)O-Langevin equations to the linear prediction problem for the multi-dimensional weakly stationary time series
• Linear prediction error methods for stochastic nonlinear models
• Reflection coefficients vs partial autocorrelations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4543246)