Filtration of stationary Gaussian statistical experiments

DOI10.1007/S10958-018-3660-0zbMath1445.39016OpenAlexW2781900217MaRDI QIDQ1707177

Dmytro Volodymyrovych Koroliouk, Vladimir S. Korolyuk

Publication date: 28 March 2018

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-018-3660-0

zbMATH Keywords

statistical experimentscoefficient of filtrationcovariance characteristics of a filtered signaldifference stochastic equation for a signal

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Theory of statistical experiments (62B15) Stochastic difference equations (39A50)

Related Items (2)

Adaptive deep learning system for investigating general data ⋮ Filtering of stationary Gaussian statistical experiments

Cites Work

• Stationary statistical experiments and the optimal estimator for a predictable component
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