Robust prediction and interpolation for vector stationary processes

DOI10.1007/BF00344722zbMath0592.60027OpenAlexW2054131051MaRDI QIDQ1075686

P. Papantoni-Kazakos, Haralampos Tsaknakis, Dimitri Kazakos

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00344722

zbMATH Keywords

multivariate spectral classesrobust multivariate prediction and interpolation problemsstatistical contamination

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10) Stopping times; optimal stopping problems; gambling theory (60G40) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (2)

Robust Linear Interpolation and Extrapolation of Stationary Time Series in L^p ⋮ On the stability of the geostatistical method

Cites Work

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