Prediction d'un processus stationnaire du second ordre de covariance connue sur un intervalle fini

zbMath0383.60039MaRDI QIDQ1248838

Abdellatif Seghier

Publication date: 1978

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (7)

Representation theorems in finite prediction, with applications ⋮ Asymptotic behavior of difference between a finite predictor and an infinite predictor for a weakly stationary stochastic process ⋮ Verblunsky coefficients and Nehari sequences ⋮ Simple matrix representations of the orthogonal polynomials for a rational spectral density on the unit circle ⋮ AR and MA representation of partial autocorrelation functions, with applications ⋮ Prediction error for continuous-time stationary processes with singular spectral densities ⋮ Asymptotics for the partial autocorrelation function of a stationary process

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