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Estimation of the distribution function of noise in stationary processes

โœ Scribed by J. -P. Kreiss


Book ID
110590825
Publisher
Springer
Year
1991
Tongue
English
Weight
382 KB
Volume
38
Category
Article
ISSN
0026-1335

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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.