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A characterization of oscillatory processes and their prediction


Author: V. Mandrekar
Journal: Proc. Amer. Math. Soc. 32 (1972), 280-284
MSC: Primary 60G10; Secondary 60G25
DOI: https://doi.org/10.1090/S0002-9939-1972-0307310-X
MathSciNet review: 0307310
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Abstract: The oscillatory stochastic processes recently studied by Priestley are characterized as deformed stationary curves in a Hilbert space. This characterization leads to the simple time domain proof of prediction and moving average representation for these stochastic processes in terms of the associated stationary curve.


References [Enhancements On Off] (What's this?)

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Additional Information

DOI: https://doi.org/10.1090/S0002-9939-1972-0307310-X
Keywords: Oscillatory stochastic processes, stationary curves in Hilbert space, prediction, moving average representation
Article copyright: © Copyright 1972 American Mathematical Society

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