A filtration of transformations of random sequences

DOI10.1007/BF01057427MaRDI QIDQ1819815zbMATH OpenOpenAlexFDO

Authors M. P. Moklyachuk

Publication date 1985

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01057427

zbMATH Keywords

spectral densitiesoptimal linear predictorminimax estimation errorminimax prediction error

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

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