The paper presents linear integral predictors for continuous time high-frequency processes with a a finite spectrum gap. The predictors are based on approximation of complex valued periodic exponentials (complex sinusoid) by rational polynomials.
翻译:本文为连续时间高频谱进程提供了线性整体预测器,其频谱间距有限。预测器以理性多元数的复杂有价值周期指数(复合脊髓类素)近似值为基础。