Geodesic
Iterative solution of the best linear extrapolation problem in multidimensional stationary random sequences
Applications of Mathematics, Tome 13 (1968) no. 3, pp. 226-240.

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An iterative method for linear extrapolation of twodimensional random sequences is derived. Steps of this procedure are based (i) on Jaglom's method, (ii) on Hájek's method. A numerical example is given in the both cases. Finally the iterative method is generalized for the $n$ - dimensional case.
DOI : 10.21136/AM.1968.103165
Classification : 62-85
Keywords: probability theory 
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     title = {Iterative solution of the best linear extrapolation problem in multidimensional stationary random sequences},
     journal = {Applications of Mathematics},
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     publisher = {mathdoc},
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Anděl, Jiří. Iterative solution of the best linear extrapolation problem in multidimensional stationary random sequences. Applications of Mathematics, Tome 13 (1968) no. 3, pp. 226-240. doi : 10.21136/AM.1968.103165. http://geodesic.mathdoc.fr/articles/10.21136/AM.1968.103165/

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