Some Prediction Problems for Strictly Stationary Processes

Abstract

A strictly stationary process {xr} (- omega < t < omega) is one whose distributionsremain the same as time passes; that is, the multivariate distribution of therandom variables Xt1+h, Xt2+h, , xtn.+h is independent of h. Here ti, t2, ..., tn isany finite set of parameter values.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1967
Accession Number
AD1026438

Entities

People

  • K. Urbanik

Organizations

  • University of Wrocław

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Banach Space
  • Convergence
  • Equations
  • Gaussian Processes
  • Harmonic Analysis
  • Hilbert Space
  • Inclusions
  • Indicators
  • Inequalities
  • Integrals
  • Intervals
  • New York
  • Probability
  • Probability Distributions
  • Random Variables
  • Stationary Processes
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Fluid Dynamics.
  • Statistical inference.