Two problems in prediction theory
From MaRDI portal
Publication:3747423
DOI10.4064/sm-78-1-7-14zbMath0608.60040OpenAlexW944921086MaRDI QIDQ3747423
Publication date: 1984
Published in: Studia Mathematica (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/218586
Related Items
An outer function and several important functions in two variables, Robust Linear Interpolation and Extrapolation of Stationary Time Series in Lp, Unnamed Item, Weighted norm inequalities and uniform algebras. II, Extremal problems for matrix-valued polynomials on the unit circle and applications to multivariate stationary sequences., Some prediction problems for stationary random fields with quarter-plane past, Duals of random vectors and processes with applications to prediction problems with missing values, Interpolation of stationary sequences observed with a noise, A prediction problem in $L^2 (w)$, On basicity of exponentials in \(L^ p(d\mu)\) and general prediction problems, Prediction of stationary Gaussian random fields with incomplete quarterplane past