Optimal linear extrapolators of some stationary processes

DOI10.1007/BF01095929zbMath0665.60043MaRDI QIDQ1116177

E. P. Fadeeva

Publication date: 1988

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

zbMATH Keywords

extrapolationquasipolynomials

Mathematics Subject Classification ID

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

Cites Work

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