On the use of variograms for the prediction of time series

DOI10.1016/0167-6911(85)90048-9zbMath0569.62086OpenAlexW2092367599MaRDI QIDQ1060798

Michel Gevers

Publication date: 1985

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(85)90048-9

zbMATH Keywords

simulationtime seriesvariogrampredictionsminimum variance unbiaseddiscrete stochastic processstationary stochastic processes with non-zero mean

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Cites Work

• A minimum variance property of Levinson predictors using variograms
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