On extrapolation problem for multidimensional stationary sequence (Q3606773)
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scientific article; zbMATH DE number 5520920
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| English | On extrapolation problem for multidimensional stationary sequence |
scientific article; zbMATH DE number 5520920 |
Statements
28 February 2009
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multidimensional stationary sequence
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optimal linear estimate
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mean square error
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spectral characteristics
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0.964209794998169
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0.8749970197677612
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0.8442656397819519
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