A minimum variance property of Levinson predictors using variograms

DOI10.1016/S0167-6911(82)80039-XzbMath0483.93078MaRDI QIDQ1163515

E. Henriet, Georges Bastin

Publication date: 1982

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

zbMATH Keywords

variogramLevinson predictorstationary non-zero-mean stochastic process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10)

Related Items (2)

Identification and optimal estimation of random fields from scattered pointwise data ⋮ On the use of variograms for the prediction of time series

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