Algorithms for linear interpolator and interpolation error for minimal stationary stochastic processes

DOI10.1214/aop/1176994942zbMath0419.60032OpenAlexW1985288782MaRDI QIDQ1132456

Habib Salehi

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994942

zbMATH Keywords

algorithmsHilbert spaceminimalityFourier coefficientslinear interpolationmultiparameter stationary processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Special classes of linear operators (47B99)

Related Items

Minimax interpolation of sequences with stationary increments and cointegrated sequences, Optimal linear interpolation of multiple missing values, Unnamed Item, Duals of random vectors and processes with applications to prediction problems with missing values, Harmonizable stable processes on groups: spectral, ergodic and interpolation properties, The Variance Profile, An interpolation algorithm for multivariate ARMA processes, On relations between prediction error covariance of univariate and multivariate processes, Explicit representation of finite predictor coefficients and its applications, Time Domain Interpolation Algorithm for Innovations of Discrete Time Multivariate Stationary Processes, Filtering of multidimensional stationary sequences with missing observations, Interpolation for second order stationary random fields: time domain recipe, Interpolation of stationary sequences observed with a noise, A note on random fields forming conditional bases, On minimax interpolation of stationary sequences