A linear filter for the operational prediction of a periodically correlated process

zbMATH Open1199.47048MaRDI QIDQ3638596FDOQ3638596

Ilie Valuşescu

Publication date: 27 October 2009

zbMATH Keywords

operator modellinear predictorcomplete correlated actionsmaximal outer function

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Dilations, extensions, compressions of linear operators (47A20) Applications of operator theory in probability theory and statistics (47N30)

Cited In (1)

• Linear difference equations for prediction filters

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