Prediction from part of the past of a stationary process

MaRDI QIDQ794058zbMATH OpenFDO

Authors Eric Hayashi

Publication date 1983

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

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)

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Cited in

(6)

• scientific article; zbMATH DE number 3930188 (Why is no real title available?)
• Prediction error for continuous-time stationary processes with singular spectral densities
• Prediction problems and the Hunt-Muckenhoupt-Wheeden condition.
• Prediction of functions of a stationary process
• A prediction problem in $L^2 (w)$
• Commutator of two projections in prediction theory

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