On prediction of nonsynchronized multivariate processes

zbMATH Open0870.60030MaRDI QIDQ677568FDOQ677568

Authors: M. Pourahmadi, Abol G. Miamee 

Publication date: 10 April 1997

Published in: Bulletin of the Iranian Mathematical Society (Search for Journal in Brave)

Recommendations

• Prediction with incomplete past and interpolation of missing values
• scientific article; zbMATH DE number 4157734
• scientific article; zbMATH DE number 4022433
• scientific article; zbMATH DE number 3911541
• Filtering, prediction and simulation methods for noncausal processes

zbMATH Keywords

spectral densitymeasure of feedbackoptimal factorprediction and interpolation of stationary processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10)

Cited In (2)

• Prediction law of mixed Gaussian Volterra processes
• PREDICTABILITY OF MULTIPLICATIVE PROCESSES: A PRELIMINARY STUDY

This page was built for publication: On prediction of nonsynchronized multivariate processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q677568)