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Estimation of a function observed with a stationary error

โœ Scribed by V. N. Solev; L. Gerville-Reache


Book ID
110612465
Publisher
Springer US
Year
2000
Tongue
English
Weight
413 KB
Volume
99
Category
Article
ISSN
1573-8795

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โœ K.L. Vaninsky ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 384 KB

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.