Abstract
We show that a non-bandlimited weak sense stationary stochastic process can be approximated by its local averages near the sampling points, and explicit error bounds are given.
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Song, Z., Zhou, X., He, G. (2006). Error Estimate on Non-bandlimited Random Signals by Local Averages. In: Alexandrov, V.N., van Albada, G.D., Sloot, P.M.A., Dongarra, J. (eds) Computational Science – ICCS 2006. ICCS 2006. Lecture Notes in Computer Science, vol 3991. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11758501_114
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DOI: https://doi.org/10.1007/11758501_114
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