Existence of smoothed stationary processes on an interval

DOI10.1016/0304-4149(90)90126-DzbMATH Open0697.60039MaRDI QIDQ911145FDOQ911145

Authors: Donald Ylvisaker, Toby J. Mitchell, Max D. Morris 

Publication date: 1990

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Recommendations

• Integration of covariance kernels and stationarity
• scientific article; zbMATH DE number 815154
• On interpolation of smooth processes and functions
• STATIONARY TANGENT: THE DISCRETE AND NON-SMOOTH CASE
• Small Deviations of Smooth Stationary Gaussian Processes

zbMATH Keywords

smoothingOrnstein-Uhlenbeck processstationary processesBayesian modelling

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

Cites Work

• Title not available (Why is that?)
• Kriging Nonstationary Data
• Prediction and design
• Recent developments in information-based complexity

Cited In (2)

• Integration of covariance kernels and stationarity
• AN ALMOST SURE LIMIT THEOREM FOR THE MAXIMA OF MULTIVARIATE STATIONARY GAUSSIAN SEQUENCES

This page was built for publication: Existence of smoothed stationary processes on an interval

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q911145)