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Innovation processes associated with stationary Gaussian processes with application to the problem of prediction

Published online by Cambridge University Press:  22 January 2016

Yasunori Okabe
Yasunori Okabe*
Affiliation:
Department of Mathematics Faculty of Science, University of Tokyo Hongo, Tokyo, Japan
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As a continuation of the previous paper [7], we shall consider in this paper the problem of prediction given bounded intervals and obtain integral representations of predictors and prediction errors. For that purpose we shall introduce innovation processes well matched with bounded intervals. We follow the notation and terminology in [6].

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 70 , July 1978 , pp. 81 - 104
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1978

References

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