RUS  ENG
Full version
JOURNALS // Avtomatika i Telemekhanika // Archive
Avtomat. i Telemekh., 1979 Issue 2, Pages 20–28 (Mi at6117)
Stochastic Systems

Autoregression and sliding mean models for continuous processes

M. S. Brikman, V. A. Klimavicius

Riga

Abstract: A way for parametric representation of continuous random processes by autoregression and sliding mean models is proposed. Methods of statistical characteristics and random signal prediction by the model are described.

UDC: 62-501.72:519.25


Received: 06.03.1978


 English version: Automation and Remote Control, 1979, 40:2, 169–175

Bibliographic databases:

© Steklov Math. Inst. of RAS, 2026