On prediction and filtering problem of long-run stationary time series
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DOI:
https://doi.org/10.15625/1813-9663/8/3/8271Abstract
Suppose by the irregularity of the reflectivity of the earth a seismic signal is not always stationary in usual sense, but only long-run stationary (see [6,7]). Then there arises a question: ‘why is wiener filter, which is as well known is used in prediction and filtering of ergodic stationary time series, also applicable in processing seismic signals?
In this paper we try to give answer to this question.
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Published
28-04-2016
How to Cite
[1]
P. D. Cau, “On prediction and filtering problem of long-run stationary time series”, JCC, vol. 8, no. 3, p. 8–18, Apr. 2016.
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Computer Science
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