Prediction from part of the past of a stationary process

zbMATH Open0539.60037MaRDI QIDQ794058FDOQ794058

Authors: Eric Hayashi 

Publication date: 1983

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

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zbMATH Keywords

spectral density

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (6)

• Prediction error for continuous-time stationary processes with singular spectral densities
• Prediction of functions of a stationary process
• A prediction problem in $L^2 (w)$
• Prediction problems and the Hunt-Muckenhoupt-Wheeden condition.
• Commutator of two projections in prediction theory
• Title not available (Why is that?)

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