On interpolation problem for vector-valued stochastic sequences

DOI10.1515/ROSE.1995.3.1.63MaRDI QIDQ4840861zbMATH OpenOpenAlexFDO

Authors M. P. Moklyachuk

Publication date 9 August 1995

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1995.3.1.63

zbMATH Keywords

Hilbert space valued stationary stochastic sequencelinear mean square optimal estimationminimax spectral characteristicspectral densities

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Random operators and equations (aspects of stochastic analysis) (60H25)

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