Sufficient statistics in problems of extrapolation of stationary sequences

DOI10.1007/BF01085109MaRDI QIDQ1102684zbMATH OpenOpenAlexFDO

Authors V. M. Kondakov, Pavel N. Sapozhnikov

Publication date 1988

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

Full work available at URL https://doi.org/10.1007/bf01085109

zbMATH Keywords

spectral densityNecessary and sufficient conditionslinearly regular stationary sequencemean-square best linear prediction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Sufficient statistics and fields (62B05)

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Cites work

• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes

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