Sufficient statistics in problems of extrapolation of stationary sequences (Q1102684)
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scientific article; zbMATH DE number 4050821
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| English | Sufficient statistics in problems of extrapolation of stationary sequences |
scientific article; zbMATH DE number 4050821 |
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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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0.8016805648803711
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0.7778112888336182
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