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

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

ISSN: 8755-0024

Année de publication: 1997

Volumen: 13

Número: 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