Error Formulae for Optimal Linear Filtering, Prediction and Interpolation of Stationary Time Series

DOI10.1214/aoms/1177690864zbMath0255.60030OpenAlexW1993505508MaRDI QIDQ5670026

Jakov Snyders

Publication date: 1972

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177690864

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35)

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