Prediction of functions of a stationary process

DOI10.1007/BF01097992zbMATH Open0646.60043MaRDI QIDQ1103960

N. P. Zabotina

Publication date: 1988

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

zbMATH Keywords

Gaussian processstationary processesprediction theoryorthogonal increments

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

• Title not available (Why is that?)
• Multiple Wiener integral

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Prediction problems for square-transformed stationary processes ⋮ Prediction via estimating functions

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