scientific article; zbMATH DE number 3938378

MaRDI QIDQ3709722zbMATH OpenFDO

Authors A. Nazarenko

Publication date 1985

zbMATH Keywords

algorithmautocorrelation functionfunctional recursive equationsoptimal estimateoptimal forecastingpredictionvector Gaussian random processwhite noisezero a priori mean

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Inference from stochastic processes and prediction (62M20)

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