A method of functional estimation for stationary processes

DOI10.1006/JMVA.1993.1049zbMATH Open0808.62087OpenAlexW2089735384MaRDI QIDQ689329

K. L. Vaninsky

Publication date: 5 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1049

zbMATH Keywords

predictionGaussian processescanonical correlationlinear functional of a stationary process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (5)

Prediction of functions of a stationary process ⋮ An embedded model estimator for non-stationary random functions using multiple secondary variables ⋮ On estimating linear functional of the covariance function of a stationary process ⋮ ESTIMATION OF THE DISTRIBUTION FUNCTION FOR STATIONARY RANDOM FIELDS OF ASSOCIATED PROCESSES ⋮ Nonparametric M-estimation for functional stationary ergodic data

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