Sufficient statistics in problems of extrapolation of stationary sequences
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Publication:1102684
DOI10.1007/BF01085109zbMath0644.62097MaRDI QIDQ1102684
V. M. Kondakov, Pavel N. Sapozhnikov
Publication date: 1988
Published in: Journal of Soviet Mathematics (Search for Journal in Brave)
spectral density; Necessary and sufficient conditions; linearly regular stationary sequence; mean-square best linear prediction
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