Some Remarks on an Interpolation Problem of A. M. Yaglom

DOI10.1137/S0040585X97982402zbMath1148.60021MaRDI QIDQ5307625

Lutz Klotz

Publication date: 17 September 2007

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

zbMATH Keywords

linear prediction\(\mathcal{J}\)-regularity\(\mathcal{J}\)-singularity\(q\)-variate weakly stationary processbest mean-square interpolation

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (2)

Stochastic processes and spectral analysis for Hilbert \(C^*\)-module-valued maps ⋮ JH-singularity and JH-regularity of multivariate stationary processes over LCA groups

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