Solution of the extrapolation problem for a class of stochastic processes

DOI10.1007/BF01261439MaRDI QIDQ1118253zbMATH OpenFDO

Authors E. P. Fadeeva

Publication date 1988

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

Full work available at URL https://eudml.org/doc/68950

zbMATH Keywords

extrapolationstationary processYaglom's lemma

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10)

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