Two prediction problems and extensions of a theorem of Szegö
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Publication:1891323
zbMath0824.60039MaRDI QIDQ1891323
Publication date: 31 October 1995
Published in: Bulletin of the Iranian Mathematical Society (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)
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