A method of functional estimation for stationary processes (Q689329)
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scientific article; zbMATH DE number 445118
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| English | A method of functional estimation for stationary processes |
scientific article; zbMATH DE number 445118 |
Statements
A method of functional estimation for stationary processes (English)
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5 December 1993
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The problem of prediction of the value of a linear functional of a stationary process with known past and present values is investigated.
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canonical correlation
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Gaussian processes
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prediction
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linear functional of a stationary process
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