scientific article; zbMATH DE number 848875
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zbMath0840.60032MaRDI QIDQ4867253
Publication date: 8 April 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
spectral characteristicslinear mean square optimal estimationautoregressive sequencesstationary stochastic sequence
Inference from stochastic processes and prediction (62M20) Minimax procedures in statistical decision theory (62C20) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10) Prediction theory (aspects of stochastic processes) (60G25)
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