A characterization of oscillatory processes and their prediction
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- by V. Mandrekar PDF
- Proc. Amer. Math. Soc. 32 (1972), 280-284 Request permission
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
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Additional Information
- © Copyright 1972 American Mathematical Society
- 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