DocumentCode
1174938
Title
Bilateral prediction
Author
Elliott, Robert J.
Author_Institution
Dept. of Stat. & Appl. Probability, Alberta Univ., Edmonton, Alta., Canada
Volume
35
Issue
4
fYear
1989
fDate
7/1/1989 12:00:00 AM
Firstpage
912
Lastpage
917
Abstract
Semimartingale decompositions and prediction problems are discussed for a diffusion observed through a two-sided filtration. Enlarged filtrations as well as bilateral prediction are discussed in detail
Keywords
filtering and prediction theory; information theory; stochastic processes; bilateral prediction; diffusion; semimartingale decompositions; two-sided filtration; Councils; Filtration; Image reconstruction; Polynomials; Probability; Signal processing; Statistics;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.32176
Filename
32176
Link To Document