| Title:
|
Iterative solution of the best linear extrapolation problem in multidimensional stationary random sequences (English) |
| Author:
|
Anděl, Jiří |
| Language:
|
English |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
13 |
| Issue:
|
3 |
| Year:
|
1968 |
| Pages:
|
226-240 |
| Summary lang:
|
English |
| Summary lang:
|
Russian |
| Summary lang:
|
Czech |
| . |
| Category:
|
math |
| . |
| Summary:
|
An iterative method for linear extrapolation of twodimensional random sequences is derived. Steps of this procedure are based (i) on Jaglom's method, (ii) on Hájek's method. A numerical example is given in the both cases. Finally the iterative method is generalized for the $n$ - dimensional case. (English) |
| Keyword:
|
probability theory |
| MSC:
|
62-85 |
| idZBL:
|
Zbl 0157.25704 |
| idMR:
|
MR0239708 |
| DOI:
|
10.21136/AM.1968.103165 |
| . |
| Date available:
|
2008-05-20T17:42:23Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/103165 |
| . |
| Reference:
|
[1] J. Hájek: On linear statistical problems in stochastic processes.Czech. Math. J. 12 (87), 1962, 404-444. MR 0152090 |
| Reference:
|
[2] A. M. Яглом: Введение в теорию стационарных случайных функций.Усп. мат. наук VII, 5 (51), (1952). Zbl 1145.11324 |
| Reference:
|
[3] A. M. Яглом: Эффективные решения линейных аппроксимационных задач для многомерных стационарных процессов с рациональным спектром.Теор. вероят. 1960, т. 5, вып. 3, 265-292. Zbl 1004.90500, MR 0144389 |
| Reference:
|
[4] J. von Neumann: Functional operators.Princeton 1950. Zbl 0039.28401 |
| Reference:
|
[5] M. Práger: Об одном принципе сходимости в пространстве Гильберта.Czech. Math. J. 10 (85), 1960, 271-282. |
| Reference:
|
[6] И. И. Привалов: Введение в теорию функций комплексного переменного.Moskva 1960. Zbl 1004.90500 |
| Reference:
|
[7] Ю. А. Розанов: Стационарные случайные процессы.Москва 1963. Zbl 1145.93303 |
| Reference:
|
[8] H. Salehi: On the alternating projections theorem and bivariate stationary stochastic processes.Michigan state university RM-164 HS-4, August 1966. MR 0214135 |
| . |
