Sufficient statistics in problems of extrapolation of stationary sequences
From MaRDI portal
Publication:1102684
DOI10.1007/BF01085109zbMath0644.62097MaRDI QIDQ1102684
V. M. Kondakov, Pavel N. Sapozhnikov
Publication date: 1988
Published in: Journal of Soviet Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01085109
spectral density; Necessary and sufficient conditions; linearly regular stationary sequence; mean-square best linear prediction
Cites Work