On the linear prediction problem of certain non-stationary stochastic processes.

DOI10.7146/MATH.SCAND.A-11652zbMath0349.60037OpenAlexW2530274192MaRDI QIDQ4119882

Hannu Niemi

Publication date: 1976

Published in: MATHEMATICA SCANDINAVICA (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/166491

Mathematics Subject Classification ID

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

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Measuring deviations from stationarity ⋮ Gramian Schauder basic measures and Gramian uniformly bounded linearly stationary processes ⋮ Stochastic mappings and random distribution fields. III: Module propagators and uniformly bounded linear stationarity. ⋮ Dilation theorems for positive definite operator kernels having majorants ⋮ Unnamed Item ⋮ Dilations of random processes ⋮ Generalized Toeplitz kernels, stationarity and harmonizability ⋮ Sur les natures des processus solutions de certaines equations stochastiques aux differences

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