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

MaRDI QIDQ3638596zbMATH OpenFDO

Authors 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)

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