Algorithm to determine the optimal parameters of a polynomial Wiener filter-extrapolator for nonstationary stochastic processes observed with errors
DOI10.1007/S10559-011-9312-8zbMATH Open1302.65036OpenAlexW2056854775MaRDI QIDQ464892FDOQ464892
Authors: I. P. Atamanyuk 
Publication date: 30 October 2014
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10559-011-9312-8
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Cites Work
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- Algorithm to determine the optimal parameters of a Wiener filter-extrapolator for nonstationary stochastic processes observed with errors
- Algorithm of extrapolation of a nonlinear random process on the basis of its canonical decomposition
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