Reconstruction of a stationary Gaussian process from its sign-changes

DOI10.2307/3213259zbMath0362.60055OpenAlexW4243180508MaRDI QIDQ4136283

Jacques de Maré

Publication date: 1977

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213259

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Stationary stochastic processes (60G10) Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Linear interpolation of stationary processes from the signs of their derivatives

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