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Innovation processes associated with stationary Gaussian processes with application to the problem of prediction
- Source :
- Nagoya Math. J. 70 (1978), 81-104
- Publication Year :
- 1978
- Publisher :
- Duke University Press, 1978.
-
Abstract
- As a continuation of the previous paper [7], we shall consider in this paper the problem of prediction given bounded intervals and obtain integral representations of predictors and prediction errors. For that purpose we shall introduce innovation processes well matched with bounded intervals. We follow the notation and terminology in [6].
Details
- Language :
- English
- Database :
- OpenAIRE
- Journal :
- Nagoya Math. J. 70 (1978), 81-104
- Accession number :
- edsair.doi.dedup.....f45dbeb5a72ef581fc999159faef76bb