On Prediction of a Class of Random Fields

DOI10.1137/1128015zbMath0568.60054OpenAlexW1967829863MaRDI QIDQ3684927

Leonid I. Piterbarg

Publication date: 1984

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1128015

zbMATH Keywords

homogeneous random fields with rational spectral densitylinear prediction formula

Mathematics Subject Classification ID

Random fields (60G60) Prediction theory (aspects of stochastic processes) (60G25)

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