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Explicit extrapolation of stationary processes with generalized rational spectral density. (English. Russian original) Zbl 0665.60045

J. Sov. Math. 43, No. 3, 2474-2480 (1988); translation from Issled. Prikl. Mat. 7, 84-94 (1979).
See the review in Zbl 0445.60034.

MSC:

60G25 Prediction theory (aspects of stochastic processes)
60G10 Stationary stochastic processes
62M20 Inference from stochastic processes and prediction

Citations:

Zbl 0445.60034
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References:

[1] S. V. Grigor’ev and E. P. Fadeeva, ?Extrapolation of processes with spectral density whose denominator is a quasipolynomial,? Izv. Vyssh. Uchebn. Zaved., Mat., No. 6 (1977).
[2] E. P. Fadeeva, ?The solution of the problem of extrapolation for a class of random processes,? in: Studies in Applied Mathematics [in Russian], Vol. 5, Kazan State Univ. (1976). · Zbl 0338.34009
[3] E. P. Fadeeva, ?The extrapolation problem for a finite interval for a stationary process of a special form,? in: Studies in Applied Mathemtics [in Russian], Vol. 5, Kazan State Univ. (1976).
[4] N. G. Chebotarev and N. N. Meiman, ?The Rouse-Hurwitz problem for polynomials and integer functions,? Trudy Mat. Inst. im V. A. Steklova, Akad. Nauk SSSR,26 (1949). · Zbl 0041.19801
[5] A. M. Yaglom, ?Extrapolation, interpolation and filtration of stationary random processes with rational spectral density,? Trudy Mosk. Mat. Obshch.,4 (1955).
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