Prediction of a noise-distorted, multivariate, non-stationary signal

DOI10.2307/3212027zbMath0153.47705OpenAlexW4249437725MaRDI QIDQ5532831

Eugene Sobel

Publication date: 1967

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

Full work available at URL: https://doi.org/10.2307/3212027

zbMATH Keywords

statistics

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (4)

An iterated parametric approach to nonstationary signal extraction ⋮ Prediction theory for autoregressivemoving average processes ⋮ Time series modeling and decomposition ⋮ MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION

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