The predictability of band-limited, high-frequency and mixed processes in the presence of ideal low-pass filters

DOI10.1088/1751-8113/41/38/382002zbMath1147.60026arXiv0708.0347OpenAlexW3125047288MaRDI QIDQ3528219

Nikolai G. Dokuchaev

Publication date: 8 October 2008

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.0347

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) (H^p)-spaces (42B30) Prediction theory (aspects of stochastic processes) (60G25)

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