An optimal linear interpolator for a class of stationary processes

1988 ◽  
Vol 43 (3) ◽  
pp. 2470-2473
Author(s):  
E. P. Fadeeva
1992 ◽  
Vol 29 (4) ◽  
pp. 921-931 ◽  
Author(s):  
Mohsen Pourahmadi

By using the alternating projection theorem of J. von Neumann, we obtain explicit formulae for the best linear interpolator and interpolation error of missing values of a stationary process. These are expressed in terms of multistep predictors and autoregressive parameters of the process. The key idea is to approximate the future by a finite-dimensional space.


1992 ◽  
Vol 29 (04) ◽  
pp. 921-931 ◽  
Author(s):  
Mohsen Pourahmadi

By using the alternating projection theorem of J. von Neumann, we obtain explicit formulae for the best linear interpolator and interpolation error of missing values of a stationary process. These are expressed in terms of multistep predictors and autoregressive parameters of the process. The key idea is to approximate the future by a finite-dimensional space.


Statistics ◽  
2003 ◽  
Vol 37 (1) ◽  
pp. 1-24 ◽  
Author(s):  
SY-MIEN CHEN ◽  
YU-SHENG HSU ◽  
W. L. PEARN
Keyword(s):  

Author(s):  
Estevão Fuzaro de Almeida ◽  
Fabio Roberto Chavarette ◽  
Douglas da Costa Ferreira

2013 ◽  
Vol 32 (9) ◽  
pp. 2412-2417
Author(s):  
Yue-hong LI ◽  
Pin WAN ◽  
Yong-hua WANG ◽  
Jian YANG ◽  
Qin DENG

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