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.

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.