ROBUST PREDICTION AND INTERPOLATION FOR VECTOR STATIONARY-PROCESSES

被引：3

作者：

TSAKNAKIS, H ^{[1
]}

KAZAKOS, D ^{[1
]}

PAPANTONIKAZAKOS, P ^{[1
]}

机构：

[1] UNIV VIRGINIA, CHARLOTTESVILLE, VA 22901 USA

来源：

关键词：

D O I：

10.1007/BF00344722

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：589 / 602

页数：14

共 32 条

[1]

Bellman R., 1970, INTRO MATRIX ANAL

[2]

CHEN CT, 1981, 19TH P ANN ALL C COM, P586

[3]

CHEN CT, 1982, 1982 P C INF SCI SYS, P336

[4]

CIMINI LJ, 1980, 14TH P C INF SCI SYS

[5] MINIMAX-ROBUST PREDICTION OF DISCRETE-TIME SERIES [J].

FRANKE, J .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1985, 68 (03) :337-364

[6]

FRANKE J, 1984, LECTURE NOTES STATIS, V26

[7]

Grenander U., 1984, CALIFORNIA MONOGRAPH, V2nd

[8]

Hannan J., 2013, TECH NOTE, V43153

[9]

Hardy GH, 1956, FOURIER SERIES

[10] PREDICTION THEORY AND FOURIER SERIES IN SEVERAL VARIABLES [J].

HELSON, H ;

LOWDENSLAGER, D .