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An optimal property of the best linear unbiased interpolation filter. (English) Zbl 0492.60038
MSC:
60G35 Signal detection and filtering (aspects of stochastic processes)
60G15 Gaussian processes
62M09 Non-Markovian processes: estimation
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References:
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[2] Ch. R. Baker: Relations Between Mutual Information, Strong Equivalence, Signal-to-Noise Ratio and Signal Sample Path Properties. Trans. of 8-th Prague Conference ..., (M. Driml, ed,). Vol. A. Academia, Prague 1978, 85-92. · Zbl 0413.60029
[3] M. F. Driscoll: The Reproducing Kernel Hilbert Space Structure of the Sample Paths of a Gaussian Process. Z. Wahrscheinlichkeitstheorie verw. Geb. 26 (1973), 309-316. · Zbl 0251.60033
[4] G. Kallianpur: Zero-one Laws for Gaussian Processes. Trans. Amer. Math. Soc. 149 (1970), 199-211. · Zbl 0234.60032
[5] E. Parzen: Time Series Analysis Papers. Holden-Day, San Francisco 1967. · Zbl 0171.39602
[6] T. S. Pitcher: On the Sample Function of Processes, Which Can Be Added to a Gaussian Process. Annals of Math. Stat. 34 (1963), 329-333. · Zbl 0146.37903
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