Reconstruction of a stationary Gaussian process from its sign-changes
The sign-changes over the entire real line of a Gaussian process with unit variance and mean zero are observed. The Gaussian process is reconstructed by an interpolator which is optimal in the class of linear interpolators based on that process which is one when the original process is positive and...
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| Veröffentlicht in: | Journal of applied probability 1977-03, Vol.14 (1), p.38-57 |
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| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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