Explicit extrapolation of stationary processes with generalized rational spectral density

DOI10.1007/BF01095655zbMath0665.60045MaRDI QIDQ1116179

E. P. Fadeeva

Publication date: 1988

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

Full work available at URL: https://eudml.org/doc/68977

zbMATH Keywords

explicit extrapolationquasipolynomial spectral density

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

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