A new approach to the synthesis of optimal smoothing and prediction systems. (English) Zbl 0116.10401

Math. Optimization Tech., Proc. Sympos., Santa Monica 1960, 75-108 (1963).


62M20 Inference from stochastic processes and prediction
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
94A12 Signal theory (characterization, reconstruction, filtering, etc.)
94A13 Detection theory in information and communication theory


Zbl 0116.00208