Abstract
Algorithms for linear interpolator and interpolation error for a minimal univariate weakly stationary stochastic process with discrete multiparameter are derived. The Fourier coefficients of the inverse of the spectral density play an important role in the determination of these algorithms.
Citation
H. Salehi. "Algorithms for Linear Interpolator and Interpolation Error for Minimal Stationary Stochastic Processes." Ann. Probab. 7 (5) 840 - 846, October, 1979. https://doi.org/10.1214/aop/1176994942
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