Approximation of random processes by cubic splines
Approximation of some classes of random processes by cubic splines with given accuracy and reliability is considered. Estimations of deviation of approximating spline from original process are obtained. A few examples of approximation are considered. Application of splines for simulation of processe...
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| Date: | 2008 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2008
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| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4568 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Approximation of random processes by cubic splines / O. Kamenschykova // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 3-4. — С. 53-66. — Бібліогр.: 7 назв.— англ. |