A filtration of transformations of random sequences

DOI10.1007/BF01057427zbMath0614.60037OpenAlexW2045970020MaRDI QIDQ1819815

Mikhail P. Moklyachuk

Publication date: 1985

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01057427

zbMATH Keywords

spectral densitiesoptimal linear predictorminimax estimation errorminimax prediction error

Mathematics Subject Classification ID

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

Cites Work

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