Robust linear extrapolations of second-order stationary processes

DOI10.1214/aop/1176995479zbMath0377.60043OpenAlexW2084457714MaRDI QIDQ1246788

Yuzo Hosoya

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1214/aop/1176995479

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (10)

ROBUST REGRESSION AND INTERPOLATION FOR TIME SERIES ⋮ Discriminant analysis for locally stationary processes ⋮ A theory of robust long-run variance estimation ⋮ Qualitative robustness in time series ⋮ Robust Linear Interpolation and Extrapolation of Stationary Time Series in L^p ⋮ Minimax-robust prediction of discrete time series ⋮ Robust Hypothesis Testing and Robust Time Series Interpolation And Regression ⋮ An analysis of the effects of spectral uncertainty on Wiener filtering ⋮ Modeling temporal functions with granular regression and fuzzy rules ⋮ Robust prediction and interpolation for vector stationary processes

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