scientific article; zbMATH DE number 912585

MaRDI QIDQ4887245zbMATH OpenFDO

Authors Vladimir N. Fomin

Publication date 9 April 1997

zbMATH Keywords

ARMA approximationcorrelation functioncorrelation function extrapolationfinite process realizationlag valuesrestoration of stochastic process characteristicsspectral densityspectrum estimationstationary componenttime seriesvariational principles

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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