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Linear interpolation of stationary processes from the signs of their derivatives

โœ Scribed by J. Abrahams

Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
443 KB
Volume
319
Category
Article
ISSN
0016-0032

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โœฆ Synopsis

We obtain expressionsfor the optimal linear estimator and the corresponding mean squared error for the interpolation of a stationary process from its sign and the signs of its derivatives. Numerical results are obtained for several Gaussian examples.

๐Ÿ“œ SIMILAR VOLUMES

Limit Theorems for the Non-linear Functi
Limit Theorems for the Non-linear Functional of Stationary Gaussian Processes
โœ Samir Ben Hariz ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 193 KB

In this paper we consider two functional limit theorems for the non-linear functional of the stationary Gaussian process satisfying short range dependence conditions: the functional CLT for partial sum processes and the uniform CLT for a special class of functions. To carry out the proofs, we develo