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The method of stationary phase for non-differentiable functions

✍ Scribed by A.M. Chebotarev

Publisher
Elsevier Science
Year
1974
Weight
260 KB
Volume
14
Category
Article
ISSN
0041-5553

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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.