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Estimates of means for almost all realizations of stationary processes

โœ Scribed by V. F. Gaposhkin


Book ID
105021029
Publisher
SP MAIK Nauka/Interperiodica
Year
1980
Tongue
English
Weight
531 KB
Volume
20
Category
Article
ISSN
0037-4466

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The problem of predicting the value of a linear function of future values of a stationary process when its past and present are known is considered. The estimator of a studied function is constructed which is expressed-through the set of canonical variables. r 1993 Academic Press. Inc.