Iterative solution of the best linear extrapolation problem in multidimensional stationary random sequences
Aplikace matematiky (1968)
- Volume: 13, Issue: 3, page 226-240
- ISSN: 0862-7940
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topAnděl, Jiří. "Iterative solution of the best linear extrapolation problem in multidimensional stationary random sequences." Aplikace matematiky 13.3 (1968): 226-240. <http://eudml.org/doc/14540>.
@article{Anděl1968,
abstract = {An iterative method for linear extrapolation of twodimensional random sequences is derived. Steps of this procedure are based (i) on Jaglom’s method, (ii) on Hájek’s method. A numerical example is given in the both cases. Finally the iterative method is generalized for the $n$ - dimensional case.},
author = {Anděl, Jiří},
journal = {Aplikace matematiky},
keywords = {probability theory},
language = {eng},
number = {3},
pages = {226-240},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Iterative solution of the best linear extrapolation problem in multidimensional stationary random sequences},
url = {http://eudml.org/doc/14540},
volume = {13},
year = {1968},
}
TY - JOUR
AU - Anděl, Jiří
TI - Iterative solution of the best linear extrapolation problem in multidimensional stationary random sequences
JO - Aplikace matematiky
PY - 1968
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 13
IS - 3
SP - 226
EP - 240
AB - An iterative method for linear extrapolation of twodimensional random sequences is derived. Steps of this procedure are based (i) on Jaglom’s method, (ii) on Hájek’s method. A numerical example is given in the both cases. Finally the iterative method is generalized for the $n$ - dimensional case.
LA - eng
KW - probability theory
UR - http://eudml.org/doc/14540
ER -
References
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- M. Práger, Об одном принципе сходимости в пространстве Гильберта, Czech. Math. J. 10 (85), 1960, 271-282. (1960)
- И. И. Привалов, Введение в теорию функций комплексного переменного, Moskva 1960. (1960) Zbl1004.90500
- Ю. А. Розанов, Стационарные случайные процессы, Москва 1963. (1963) Zbl1145.93303
- H. Salehi, On the alternating projections theorem and bivariate stationary stochastic processes, Michigan state university RM-164 HS-4, August 1966. (1966) MR0214135
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