Robust Linear Interpolation and Extrapolation of Stationary Time Series in Lp
DOI10.1111/jtsa.12502zbMath1455.62174OpenAlexW2969848339MaRDI QIDQ5111843
Yujie Xue, Yan Liu, Masanobu Taniguchi
Publication date: 27 May 2020
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12502
stationary processinterpolation problemprediction problemdual extremal problemextrapolation problemharmonizable stable processminimax extrapolator and interpolator
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10) Numerical interpolation (65D05) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (6)
Cites Work
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