On Prediction of Moving-Average Processes (Q3880136)

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On Prediction of Moving-Average Processes
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    title
    On Prediction of Moving-Average Processes (English)
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    author
    Lawrence A. Shepp
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    David Slepian
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    Aaron D. Wyner
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    publication date
    1980
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    zbMATH Keywords
    prediction
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    discrete-time stationary moving-average process
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    entropy
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    spectrum
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    smallest mean-squared error
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    best estimators
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    linear estimator
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    Identifiers

    zbMATH DE Number
    3684749
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