LINEAR PREDICTION PROBLEM OF CERTAIN NONSTATIONARY STOCHASTIC-PROCESSES

被引：9

作者：

NIEMI, H

机构：

[1] INST MITTAG LEFFLER,S-18262 DJURSHOLM,SWEDEN

[2] UNIV HELSINKI,DEPT MATH,SF-00100 HELSINKI 10,FINLAND

来源：

MATHEMATICA SCANDINAVICA | 1976年 / 39卷 / 01期

关键词：

D O I：

10.7146/math.scand.a-11652

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：146 / 160

页数：15

共 50 条

[1] STATIONARY DILATIONS AND LINEAR PREDICTION OF CERTAIN STOCHASTIC-PROCESSES
NIEMI, H
[J]. COMMENTATIONES PHYSICO-MATHEMATICAE, 1975, 45 (04): : 111 - 130
[2] LINEAR RESPONSE AND FLUCTUATION THEOREMS FOR NONSTATIONARY STOCHASTIC-PROCESSES
HANGGI, P
THOMAS, H
[J]. ZEITSCHRIFT FUR PHYSIK B-CONDENSED MATTER, 1975, 22 (03): : 295 - 300
[3] ON A CLASS OF NONSTATIONARY STOCHASTIC-PROCESSES
MIAMEE, AG
HARDIN, JC
[J]. SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A, 1990, 52 : 145 - 156
[4] TIME-DEPENDENT LINEAR TRANSFORMATIONS OF NONSTATIONARY STOCHASTIC-PROCESSES
TONG, H
[J]. JOURNAL OF APPLIED PROBABILITY, 1974, 11 (01) : 53 - 62
[5] LINEAR OPTIMAL ESTIMATION OF NONSTATIONARY STOCHASTIC-PROCESSES AND FACTORIZATION OF CORRELATION OPERATORS
PETROV, OA
FOMIN, VN
[J]. AUTOMATION AND REMOTE CONTROL, 1988, 49 (07) : 887 - 895
[6] SPECTRAL RELATIONSHIPS FOR NONSTATIONARY, STOCHASTIC-PROCESSES
REES, FL
[J]. JOURNAL OF SOUND AND VIBRATION, 1972, 23 (01) : 15 - &
[7] FILTERING OF CERTAIN STOCHASTIC-PROCESSES WITH LAG
KOLMANOVSKII, VB
[J]. AUTOMATION AND REMOTE CONTROL, 1974, 35 (01) : 36 - 42
[8] SOJOURNS AND MAXIMA OF STOCHASTIC-PROCESSES - NONSTATIONARY GAUSSIAN AND STABLE PROCESSES
BERMAN, SM
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1985, 19 (01) : 2 - 3
[9] SOME COMMENTS ON SPECTRAL REPRESENTATIONS OF NONSTATIONARY STOCHASTIC-PROCESSES
TONG, H
[J]. JOURNAL OF APPLIED PROBABILITY, 1973, 10 (04) : 881 - 885
[10] LINEAR AND NON-LINEAR STOCHASTIC-PROCESSES
STREATER, RF
[J]. LECTURE NOTES IN MATHEMATICS, 1988, 1303 : 342 - 353

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