Some problems arising from prediction theory and a theorem of Kolmogorov.
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Some remarks on duality of stationary sequences
L. Klotz, M. Riedel (2002)
Colloquium Mathematicae
The paper clarifies the connection between Urbanik's and Miamee and Pourahmadi's concepts of duality for univariate weakly stationary random sequences. Some of Urbanik's results are proved in an alternative way and at the same time generalized to the multivariate case.
Spectrum decomposition for stationary weakly isotropic random fields with bounded range interactions
Antonín Otáhal (1984)
Kybernetika
Spektralna karakteristika ekstrapolacije jedne klase stacionarnih slučajnih procesa
J. D. Mališić (1972)
Matematički Vesnik
Study on Kalman filter in time series analysis
Tomáš Cipra, I. Motyková (1987)
Commentationes Mathematicae Universitatis Carolinae
Sur la théorie de la prédiction
Marc Yor, Paul-André Meyer (1976)
Séminaire de probabilités de Strasbourg
Sur les théories du filtrage et de la prédiction
Marc Yor (1977)
Séminaire de probabilités de Strasbourg
Currently displaying 1 – 7 of 7
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