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Lindgren, Georg

Model processes in nonlinear prediction with application to detection and alarm. (English) Zbl 0434.60044

Ann. Probab. 8, 775-792 (1980).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0434.60044

Cited in 1 Review
Cited in 11 Documents

MSC:

60G25 Prediction theory (aspects of stochastic processes)
60G15 Gaussian processes
60G35 Signal detection and filtering (aspects of stochastic processes)

Keywords:

nonlinear prediction; level crossings; Gaussian processes; point processes
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