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zbMath0585.62163MaRDI QIDQ3709722

A. I. Nazarenko

Publication date: 1985

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

prediction algorithm white noise autocorrelation function optimal estimate optimal forecasting functional recursive equations vector Gaussian random process zero a priori mean

Mathematics Subject Classification ID

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

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