Some extensions of linear approximation and prediction problems for stationary processes

DOI10.1016/j.spa.2018.08.001zbMath1422.60055arXiv1610.04985OpenAlexW2964038672WikidataQ129392412 ScholiaQ129392412MaRDI QIDQ2274280

Zakhar Kabluchko, I. A. Ibragimov, Mikhail Lifshits

Publication date: 19 September 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.04985

zbMATH Keywords

predictioninterpolationwide sense stationary processenergy saving approximation

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Variational inequalities (49J40) Interpolation in approximation theory (41A05)

Related Items (3)

Ildar Abdullovich Ibragimov (on his ninetieth birthday) ⋮ Adaptive energy-saving approximation for stationary processes ⋮ Energy of taut strings accompanying random walk

Cites Work

• Least energy approximation for processes with stationary increments
• The equivalence of ergodicity and weak mixing for infinitely divisible processes
• On the spectral representation of symmetric stable processes
• On the structure of stationary stable processes
• Simple conditions for mixing of infinitely divisible processes
• A representation theorem for symmetric stable processes and stable measures on H
• Stochastic processes and statistical inference
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