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)

Full work available at URL https://doi.org/10.1007/BF01097992

zbMATH Keywords

Gaussian processorthogonal incrementsprediction theorystationary processes

Mathematics Subject Classification ID

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

Review text

Translation from Issled. Prikl. Mat. 1, 41-52 (Russian) (1973; Zbl 0341.60023).

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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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