A Regression Problem Concerning Stationary Processes
نویسندگان
چکیده
منابع مشابه
On general filtering problem of stationary processes with fixed transformation
Correspondence: [email protected] Department of Mathematics, Harbin Institute of Technology, Harbin 150001, P.R.China Abstract A fixed transformation are given for one-dimensional stationary processes in this paper. Based on this, we propose a general filtering problem of stationary processes with fixed transformation. Finally, on a stationary processes with no any additional conditions, we...
متن کاملMinimax Interpolation Problem for Random Processes with Stationary Increments
The problem of mean-square optimal estimation of the linear functional AT ξ = ∫ T 0 a(t)ξ(t)dt that depends on the unknown values of a continuous time random process ξ(t), t ∈ R, with stationary nth increments from observations of the process ξ(t) at time points t ∈ R \ [0;T ] is investigated under the condition of spectral certainty as well as under the condition of spectral uncertainty. Formu...
متن کاملFurther comments on the representation problem for stationary processes
We comment on some points about the coding of stochastic processes by sequences of independent random variables. The most interesting question has to do with the standardness property of the filtration generated by the process, in the framework of Vershik’s theory of filtrations. Non-standardness indicates the presence of long memory in a purely probabilistic sense. We aim to provide a short, n...
متن کاملA Reflexivity Problem concerning The
Let X be a compact Hausdorff space and let H be a separable Hilbert space. We prove that the group of all order automorphisms of the C∗-algebra C(X)⊗ B(H) is algebraically reflexive.
متن کاملStationary Processes
Stationary processes are stochastic processes whose probabilistic structure is unaffected by shifts in time. According to the interpretation of the term “probabilistic structure”, one distinguishes weak sense stationary processes, where only the covariance structure is supposed to be invariant, and strict sense stationary processes, for which all finitedimensional distributions have to remain t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1961
ISSN: 0002-9947
DOI: 10.2307/1993406