Linear interpolation of stationary processes from the signs of their derivatives (Q1063994)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Linear interpolation of stationary processes from the signs of their derivatives |
scientific article; zbMATH DE number 3919598
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear interpolation of stationary processes from the signs of their derivatives |
scientific article; zbMATH DE number 3919598 |
Statements
Linear interpolation of stationary processes from the signs of their derivatives (English)
0 references
1985
0 references
In this paper, the problem of reconstruction of a stationary Gaussian process from its sign and the signs of its derivatives is considered. The expressions for the minimum mean squared error linear interpolator and error estimation are given. Numerical results of some examples are evaluated.
0 references
stationary Gaussian process
0 references
signs
0 references
derivatives
0 references
minimum mean squared error linear interpolator
0 references
error estimation
0 references
Numerical results
0 references
0.9060569
0 references
0.8871503
0 references
0.8722919
0 references
0.86877894
0 references
