We study several nonstandard prediction problems where a number of observations are added to the quarter-plane past of a stationary random field.
Bibliographic details on Some prediction problems for stationary random fields with quarter-plane past.
May 1, 2018 · An explicit formula is obtained for the prediction error of a future value of weakly stationary random fields when the quarter-planeQ = {(n, m) ...
Let { X m , n : ( m , n ) ∈ Z 2 } be a stationary Gaussian random field. Consider the problem of predicting X 0 , 0 based on the quarterplane Q = { ( m ...
An explicit formula is obtained for the prediction error of a future value of weakly stationary random fields when the quarter-plane Q = { ( n , m ) ∈ Z 2 ; n ...
We present solutions of several prediction problems for random fields (2-D processes) which extend some nonstandard prediction problems for a stationary time ...
The purpose of this paper is to treat the prediction problems where a number of observations are missing to the quarter-plane past of a stationary random field.
... plane prediction problem is solved when the stationary Gaussian random ... Prediction of stationary gaussian random fields with incomplete quarter-plane past.
Pourahmadi, Some prediction problems for stationary random fields with quarter-plane past, J. Multivariate Anal., 127 (2014) 112-125.Google Scholar Google ...
Prediction of stationary Gaussian random fields with ... - IDEAS/RePEc
ideas.repec.org › eee › jmvana
"Some prediction problems for stationary random fields with quarter-plane past," Journal of Multivariate Analysis, Elsevier, vol. 127(C), pages 112-125 ...