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...

Full description

Saved in:
Bibliographic Details
Date:2008
Main Author: Kamenschykova, O.
Format: Article
Language:English
Published: Інститут математики НАН України 2008
Online Access:https://nasplib.isofts.kiev.ua/handle/123456789/4568
Tags: Add Tag
No Tags, Be the first to tag this record!
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.

Institution

Digital Library of Periodicals of National Academy of Sciences of Ukraine
_version_ 1862534908562374656
author Kamenschykova, O.
author_facet Kamenschykova, O.
citation_txt 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.
collection DSpace DC
description 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 processes is also studied.
first_indexed 2025-11-24T07:35:45Z
format Article
fulltext
id nasplib_isofts_kiev_ua-123456789-4568
institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
issn 0321-3900
language English
last_indexed 2025-11-24T07:35:45Z
publishDate 2008
publisher Інститут математики НАН України
record_format dspace
spelling Kamenschykova, O.
2009-12-07T15:34:10Z
2009-12-07T15:34:10Z
2008
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.
0321-3900
https://nasplib.isofts.kiev.ua/handle/123456789/4568
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 processes is also studied.
en
Інститут математики НАН України
Approximation of random processes by cubic splines
Article
published earlier
spellingShingle Approximation of random processes by cubic splines
Kamenschykova, O.
title Approximation of random processes by cubic splines
title_full Approximation of random processes by cubic splines
title_fullStr Approximation of random processes by cubic splines
title_full_unstemmed Approximation of random processes by cubic splines
title_short Approximation of random processes by cubic splines
title_sort approximation of random processes by cubic splines
url https://nasplib.isofts.kiev.ua/handle/123456789/4568
work_keys_str_mv AT kamenschykovao approximationofrandomprocessesbycubicsplines