Non-linear predictors of transformed stationary processes

DOI10.1017/S0027763000020936zbMath0578.60041OpenAlexW1592495396MaRDI QIDQ3700530

Izumi Kubo, Sheu-San Lee

Publication date: 1984

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0027763000020936

zbMATH Keywords

Ornstein-Uhlenbeck processnon-linear predictor

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

• Non-Linear prediction problems for Ornstein-Uhlenbeck process
• Canonical representations of Gaussian processes and their applications
• Unnamed Item