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On interpolation of
q-variate stationary stochastic
processes
Habib Salehi |
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Vol. 28 (1969), No. 1, 183–191
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Abstract |
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Let Xt be a q-variate stationary stochastic process. Let K be any set of t-values and let K′ be the complement of K. If s ∈ K′ the problem of approximating Xs by linear combinations of the Xt′s with t ∈ K and limit of such linear combinations is considered. The best linear predictor and the mean square error matrix are evaluated in the following cases: (1) t takes on all real values, K consists of the integers (2) t is interger-valued, K consists of the odd integers. |
Mathematical Subject Classification
Primary: 60.50
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Milestones
Received: 23 October 1967
Published: 1 January 1969
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Authors |
| Habib Salehi | |
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