Adaptive energy-saving approximation for stationary processes

DOI10.1070/IM8840zbMath1423.60061arXiv1708.01999MaRDI QIDQ5241542

Zakhar Kabluchko, Mikhail Lifshits

Publication date: 31 October 2019

Published in: Izvestiya: Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.01999

zbMATH Keywords

predictionstationary processstationary sequenceleast-energy approximation

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Related Items (1)

Energy of taut strings accompanying random walk

Cites Work

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• Least energy approximation for processes with stationary increments
• Time series: theory and methods.
• Some extensions of linear approximation and prediction problems for stationary processes
• On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation
• About the linear-quadratic regulator problem under a fractional Brownian perturbation

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