An approximated principal component prediction model for continuous-time stochastic processes

  1. Aguilera, A.M.
  2. Ocaña, F.A.
  3. Valderrama, M.J.
Journal:
Applied Stochastic Models and Data Analysis

ISSN: 8755-0024

Year of publication: 1997

Volume: 13

Issue: 2

Pages: 61-72

Type: Article

DOI: 10.1002/(SICI)1099-0747(199706)13:2<61::AID-ASM296>3.0.CO;2-I GOOGLE SCHOLAR