The Annals of Probability · 1979 · 42 citations · 2 references
EngineeringComputational EngineeringStochastic ModelingStochastic ProcessesDigital Signal ProcessingMarkov ProcessesStationarity AnalysisStationary ProcessesStochastic CalculusStochastic Differential EquationsInterpolation AlgorithmsInterpolation Error EstimatesInterpolation TheoryPower Spectral DensitySpectral DensitySpectral Density EstimationSpectral Density Functions
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.
2