Sufficient statistics in problems of extrapolation of stationary sequences (Q1102684): Difference between revisions
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| Property / author: Pavel N. Sapozhnikov / rank | |||
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| Property / author: Pavel N. Sapozhnikov / rank | |||
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| Property / cites work: On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes / rank | |||
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Revision as of 17:15, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sufficient statistics in problems of extrapolation of stationary sequences |
scientific article |
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Sufficient statistics in problems of extrapolation of stationary sequences (English)
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1988
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Necessary and sufficient conditions are found for the spectral density of a linearly regular stationary sequence so that the mean-square best linear prediction, made from a given number of steps throughout the past to a certain time, should coincide with the prediction based on a finite number of the last observations.
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Necessary and sufficient conditions
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spectral density
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linearly regular stationary sequence
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mean-square best linear prediction
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