Extrapolation from a finite interval for a stationary process of a particular form (Q1118254)

The author derives an explicit formula for extrapolation from a finite interval of a stationary process with the spectral density \[ f(\lambda)=| \omega (\lambda -i\beta)+(\lambda -i\gamma)e^{i\lambda g}|^ 2(\lambda^ 2+\beta^ 2)^{-1}(\lambda^ 2+\gamma^ 2)^{-1}, \] where \(\gamma\), \(\beta\), \(\omega\) and g are real numbers satisfying some conditions.