Solution of the extrapolation problem for a class of stochastic processes

DOI10.1007/BF01261439zbMath0668.60045MaRDI QIDQ1118253

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/68950

zbMATH Keywords

extrapolationstationary processYaglom's lemma

Mathematics Subject Classification ID

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

Related Items (1)

Extrapolation from a finite interval for a stationary process of a particular form

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