scientific article; zbMATH DE number 3874449

MaRDI QIDQ3339979zbMATH OpenFDO

Authors Pavle Mladenović

Publication date 1983

Full work available at URL https://eudml.org/doc/117128

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zbMATH Keywords

moving average processautoregressive processbest linear estimatorextrapolation of continuous multidimensional stationary processesYaglom's method

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10)

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