Prediction of stable random processes using orthopolynomials (Q1913095)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction of stable random processes using orthopolynomials |
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Prediction of stable random processes using orthopolynomials (English)
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3 June 1996
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An optimal predictor for a discrete-time stationary stochastic process is determined recurrently by using orthopolynomials.
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optimal predictor
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discrete-time stationary stochastic process
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