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

DOI10.1007/BF01261440zbMath0668.60046MaRDI QIDQ1118254

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/68951

zbMATH Keywords

extrapolationstationary processspectral density

Mathematics Subject Classification ID

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

Cites Work

• Solution of the extrapolation problem for a class of stochastic processes

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