Algorithms for linear interpolator and interpolation error for a minimal univariate weakly stationary stochastic process with discrete multiparameter are derived. The Fourier coefficients of the inverse of the spectral density play an important role in the determination of these algorithms.
Publié le : 1979-10-14
Classification:
Hilbert space,
multiparameter stationary processes,
minimality,
linear interpolation,
Fourier coefficients,
algorithm,
60G10,
47B99
@article{1176994942,
author = {Salehi, H.},
title = {Algorithms for Linear Interpolator and Interpolation Error for Minimal Stationary Stochastic Processes},
journal = {Ann. Probab.},
volume = {7},
number = {6},
year = {1979},
pages = { 840-846},
language = {en},
url = {http://dml.mathdoc.fr/item/1176994942}
}
Salehi, H. Algorithms for Linear Interpolator and Interpolation Error for Minimal Stationary Stochastic Processes. Ann. Probab., Tome 7 (1979) no. 6, pp. 840-846. http://gdmltest.u-ga.fr/item/1176994942/