Prevision d'une fonction alatoire

Authors

  • Denis Bosq Université Pierre et Marie Curie, Paris

DOI:

https://doi.org/10.6092/issn.1973-2201/862

Abstract

In order to predict an observed random function (Z (t), t ~ R) on a time-interval, we modelise Z by an autoregressive continuous time process, and construct the predictor as a function of an estimator of the correlation function of Z. Simulations and applications to experimental data sets are given.

How to Cite

Bosq, D. (1991). Prevision d’une fonction alatoire. Statistica, 51(2), 153–184. https://doi.org/10.6092/issn.1973-2201/862

Issue

Vol. 51 No. 2 (1991)

Section

Articles

License

Copyright (c) 1991 Statistica

Creative Commons License

This work is licensed under a Creative Commons Attribution 3.0 Unported License.