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Non-linear predictors of transformed stationary processes

Published online by Cambridge University Press:  22 January 2016

Izumi Kubo and
Sheu-San Lee
Izumi Kubo
Affiliation:
Faculty of Integrated Arts and Sciences, Hiroshima University, Hiroshima, 730, Japan
Sheu-San Lee
Affiliation:
Shenyang Chemical Engineering Institute, Shenyang, China
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One of the authors discussed the best non-linear predictor of the process X(t) = f(U(t)), which is obtained by transforming an Ornstein-Uhlenbeck process U(t) with a measurable function f(u) (see [5]).

Information

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 95 , September 1984, pp. 23 - 40
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1984

References

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