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An optimal linear interpolator for a class of stationary processes

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Literature cited

  1. S. V. Grigor'ev and E. P. Fadeeva, “Extrapolation of processes with a spectral density whose denominator is a quasipolynomial,” Izv. Vyssh. Uchebn. Zaved., Mat., No. 6 (1977).

  2. E. P. Fadeeva, “Solution of an extrapolation problem for a class of random processes,” Issled. Prikl. Mat., No. 5, Kazan. Univ. (1976).

  3. E. P. Fadeeva, “An extrapolation problem over a finite interval for a stationary process of special form,” Issled. Prikl. Mat., No. 5, Kazan. Univ. (1976).

  4. N. G. Chebotarev and N. N. Meiman, “The Routh-Hurwitz problem for polynomials and entire functions,” Trudy Mat. Inst. Steklov.,26 (1949).

  5. A. M. Yaglom, “Extrapolation, interpolation and filtering of stationary random processes with a rational spectral density,” Trudy Mosk. Mat. Obshch.,4 (1955).

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Translated from Issledovaniya po Prikladnoi Matematike, No. 7, pp. 78–83, 1979.

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Fadeeva, E.P. An optimal linear interpolator for a class of stationary processes. J Math Sci 43, 2470–2473 (1988). https://doi.org/10.1007/BF01095654

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