Sufficient statistics in problems of extrapolation of stationary sequences

DOI10.1007/BF01085109zbMath0644.62097OpenAlexW2033114268MaRDI QIDQ1102684

V. M. Kondakov, Pavel N. Sapozhnikov

Publication date: 1988

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01085109

zbMATH Keywords

spectral densityNecessary and sufficient conditionslinearly regular stationary sequencemean-square best linear prediction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Sufficient statistics and fields (62B05)

Cites Work

• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes

This page was built for publication: Sufficient statistics in problems of extrapolation of stationary sequences