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Optimal Prediction in Stochastic Regression Models with Application to the Analysis of Repeated Surveys

โœ Scribed by Tam, S. M.

Book ID
115210463
Publisher
Wiley (Blackwell Publishing)
Year
1986
Tongue
English
Weight
411 KB
Volume
28
Category
Article
ISSN
0004-9581

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A cyciostationary process is a stochastic process whose statistical parameters, such as mean and autocorrelation, exhibit suitable periodicity. In this paper, we consider the cyclospectrai factorization problem which consists of finding a Markovian (state-space) realization of a given cyclostationar