Geodesic
A general solution of a problem in linear prediction of stationary processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 3, pp. 419-431 Cet article a éte moissonné depuis la source Math-Net.Ru

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Let $\xi(t)$ and $\eta(t)$ be stationary in the wide sense processes, $\xi$ and $\eta$ being stationary connected. It is required to find the best linear prediction of a random variable $\xi(\tau)$, $\tau>0$, in terms of known values of $\xi(t)$ for $t\le0$ and $\eta(t)$ for $t\ge T$. In the paper a general solution of this problem is given. 
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     author = {V. M. Adamyan and D. Z. Arov},
     title = {A~general solution of a~problem in linear prediction of stationary processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {419--431},
     year = {1968},
     volume = {13},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a1/}
}
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V. M. Adamyan; D. Z. Arov. A general solution of a problem in linear prediction of stationary processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 3, pp. 419-431. http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a1/