Journal of Soviet Mathematics

, Volume 42, Issue 3, pp 1706–1718 | Cite as

Solution of the extrapolation problem for a class of stochastic processes

  • E. P. Fadeeva
Article
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Keywords

Stochastic Process Extrapolation Problem 
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Literature cited

  1. 1.
    A. M. Yaglom, “Extrapolation, interpolation, and filtering at stationary stochastic processes with rational spectral density,” Tr. Mosk. Mat. Obshch.,4, 333–374 (1955).Google Scholar

Copyright information

© Plenum Publishing Corporation 1988

Authors and Affiliations

  • E. P. Fadeeva

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