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Estimating the Distribution Function of a Stationary Process Involving Measurement Errors

โœ Scribed by D.A. Ioannides; D.P. Papanastassiou

Book ID
110368574
Publisher
Springer Netherlands
Year
2001
Tongue
English
Weight
125 KB
Volume
4
Category
Article
ISSN
1387-0874

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The problem of predicting the value of a linear function of future values of a stationary process when its past and present are known is considered. The estimator of a studied function is constructed which is expressed-through the set of canonical variables. r 1993 Academic Press. Inc.