Prediction of functions of a stationary process

DOI10.1007/BF01097992MaRDI QIDQ1103960zbMATH OpenFDO

Authors N. P. Zabotina

Publication date 1988

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

Gaussian processstationary processesprediction theoryorthogonal increments

Mathematics Subject Classification ID

Gaussian processes (60G15) Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10)

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Cites work

• scientific article; zbMATH DE number 3244325 (Why is no real title available?)
• Multiple Wiener integral

Cited in

(2)

• Prediction via estimating functions
• Prediction problems for square-transformed stationary processes

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