Abstract
Find the optimal linear prediction \(\hat {X}_{t+k}\) of X t+k given X s (s ≤ t).
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Beran, J. (2017). Prediction. In: Mathematical Foundations of Time Series Analysis. Springer, Cham. https://doi.org/10.1007/978-3-319-74380-6_8
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DOI: https://doi.org/10.1007/978-3-319-74380-6_8
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