Linear interpolation of stationary processes from the signs of their derivatives

DOI10.1016/0016-0032(85)90012-2zbMath0575.62077OpenAlexW2028988912MaRDI QIDQ1063994

Julia Abrahams

Publication date: 1985

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(85)90012-2

zbMATH Keywords

signserror estimationderivativesstationary Gaussian processNumerical resultsminimum mean squared error linear interpolator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10)

Cites Work

• Estimation of the Gauss-Markov process from observation of its sign
• Reconstruction of a stationary Gaussian process from its sign-changes
• A Convenient Method for Generating Normal Variables
• Generalized Feedback Shift Register Pseudorandom Number Algorithm
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