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Volumn 62, Issue 2, 2000, Pages 319-334

Covariance factorisation and abstract representation of generalised random fields

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EID: 0013290868     PISSN: 00049727     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0004972700018803     Document Type: Article
Times cited : (8)

References (15)
  • 1
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    • B.D.O. Anderson, 'A physical basis for Krein's prediction formula', Stochastic Process. Appl. 15 (1983), 133-154.
    • (1983) Stochastic Process. Appl. , vol.15 , pp. 133-154
    • Anderson, B.D.O.1
  • 2
    • 0040701275 scopus 로고
    • Riemann function approach to unbiased filtering and prediction
    • V.V. Anh and N.M. Spencer, 'Riemann function approach to unbiased filtering and prediction', J. Math. Anal. Appl. 192 (1995), 96-116.
    • (1995) J. Math. Anal. Appl. , vol.192 , pp. 96-116
    • Anh, V.V.1    Spencer, N.M.2
  • 3
    • 0039514817 scopus 로고
    • On the relation between Green's function and covariances of certain stochastic processes and its application to unbiased linear prediction
    • C.L. Dolph and M.A. Woodbury, 'On the relation between Green's function and covariances of certain stochastic processes and its application to unbiased linear prediction', Trans. Amer. Math. Soc. 72 (1952), 519-550.
    • (1952) Trans. Amer. Math. Soc. , vol.72 , pp. 519-550
    • Dolph, C.L.1    Woodbury, M.A.2
  • 6
    • 0001529096 scopus 로고
    • Sur l'interpolation et extrapolation des suites stationnaires
    • A.N. Kolmogorov, 'Sur l'interpolation et extrapolation des suites stationnaires', C.R. Acad. Sci. Paris 208 (1939), 2043-2045.
    • (1939) C.R. Acad. Sci. Paris , vol.208 , pp. 2043-2045
    • Kolmogorov, A.N.1
  • 8
    • 0003195582 scopus 로고
    • Interpolation und extrapolation von stationären zufälligen folgen
    • A.N. Kolmogorov, 'Interpolation und extrapolation von stationären zufälligen Folgen', Izv. Akad. Nauk SSSR 5 (1941), 3-14.
    • (1941) Izv. Akad. Nauk SSSR , vol.5 , pp. 3-14
    • Kolmogorov, A.N.1
  • 9
    • 0040106527 scopus 로고
    • On some cases of effective determination of the density of an inhomogeneous cord from its spectral function
    • M.G. Krein, 'On some cases of effective determination of the density of an inhomogeneous cord from its spectral function', Dokl. Akad. Nauk SSSR 93 (1953), 617-620.
    • (1953) Dokl. Akad. Nauk SSSR , vol.93 , pp. 617-620
    • Krein, M.G.1
  • 10
    • 0039412671 scopus 로고
    • On a method of effective solution of an inverse boundary problem
    • M.G. Krein, 'On a method of effective solution of an inverse boundary problem', Dokl. Akad. Nauk SSSR 94 (1954), 987-990.
    • (1954) Dokl. Akad. Nauk SSSR , vol.94 , pp. 987-990
    • Krein, M.G.1
  • 12
    • 0003085951 scopus 로고
    • Stochastic Markovian fields
    • (P.R. Krishnaiah, Editor) Academic Press, New York, London
    • Y.A. Rozanov, 'Stochastic Markovian fields', in Development in Statistics 2, (P.R. Krishnaiah, Editor) (Academic Press, New York, London, 1979), pp. 203-234.
    • (1979) Development in Statistics , vol.2 , pp. 203-234
    • Rozanov, Y.A.1
  • 13
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    • Springer Verlag, Berlin, Heidelberg, New York
    • Y.A. Rozanov, Markov random fields (Springer Verlag, Berlin, Heidelberg, New York, 1982).
    • (1982) Markov Random Fields
    • Rozanov, Y.A.1
  • 15
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    • An extension of Wiener's theory of prediction
    • L.A. Zadeh and J.R. Ragazzini, 'An extension of Wiener's theory of prediction', J. Appl. Phys. 21 (1950), 645-655.
    • (1950) J. Appl. Phys. , vol.21 , pp. 645-655
    • Zadeh, L.A.1    Ragazzini, J.R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.