ROBUST PREDICTION AND INTERPOLATION FOR VECTOR STATIONARY-PROCESSES

被引：3

作者：

TSAKNAKIS, H ^{[1
]}

KAZAKOS, D ^{[1
]}

PAPANTONIKAZAKOS, P ^{[1
]}

机构：

[1] UNIV VIRGINIA, CHARLOTTESVILLE, VA 22901 USA

来源：

PROBABILITY THEORY AND RELATED FIELDS | 1986年 / 72卷 / 04期

关键词：

D O I：

10.1007/BF00344722

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：589 / 602

页数：14

共 50 条

[1] ROBUST PREDICTION OF MULTIVARIATE STATIONARY-PROCESSES
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[J]. SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A, 1990, 52 : 115 - 126
[2] ALTERNATING PROJECTIONS AND INTERPOLATION OF STATIONARY-PROCESSES
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[J]. JOURNAL OF APPLIED PROBABILITY, 1992, 29 (04) : 921 - 931
[3] NONPARAMETRIC INTERPOLATION AND PREVISION FOR STATIONARY-PROCESSES NOT NECESSARILY MARKOVIAN
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[4] LINEAR INTERPOLATION OF STATIONARY-PROCESSES FROM THE SIGNS OF THEIR DERIVATIVES
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[J]. JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 1985, 319 (04): : 431 - 441
[5] RANDOM STATIONARY-PROCESSES
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[J]. ANNALS OF PROBABILITY, 1992, 20 (03): : 1174 - 1198
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[7] WOLD DECOMPOSITION, PREDICTION AND PARAMETERIZATION OF STATIONARY-PROCESSES WITH INFINITE VARIANCE
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[J]. ANNALS OF PROBABILITY, 1990, 18 (01): : 92 - 128
[9] SOJOURNS AND EXTREMES OF STATIONARY-PROCESSES
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[J]. ANNALS OF PROBABILITY, 1982, 10 (01): : 1 - 46
[10] CONDITIONAL EXPECTATIONS OF STATIONARY-PROCESSES
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[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 56 (04): : 427 - 441

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